当前位置: X-MOL 学术J. Appl. Probab. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Two results on dynamic extensions of deviation measures
Journal of Applied Probability ( IF 1 ) Pub Date : 2020-07-16 , DOI: 10.1017/jpr.2020.11
Mitja Stadje

We give a dynamic extension result of the (static) notion of a deviation measure. We also study distribution-invariant deviation measures and show that the only dynamic deviation measure which is law invariant and recursive is the variance.

中文翻译:

偏差度量动态扩展的两个结果

我们给出了偏差度量的(静态)概念的动态扩展结果。我们还研究了分布不变的偏差度量,并表明唯一具有规律不变性和递归性的动态偏差度量是方差。
更新日期:2020-07-16
down
wechat
bug