Prequential randomness and probability

Vladimir Vovk; Alexander Shen

doi:10.1016/j.tcs.2010.04.002

Prequential randomness and probability

Vladimir Vovk
, Alexander Shen

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2632-2646
Number of pages	15
Journal	Theoretical Computer Science
Volume	411
Issue number	29-30
DOIs	https://doi.org/10.1016/j.tcs.2010.04.002
Publication status	Published - 17 Jun 2010

Keywords

Algorithmic randomness
Farthingale
Prequential statistics

Access to Document

10.1016/j.tcs.2010.04.002

PCP: Practical Competitive Prediction
Vovk, V. (PI), Gammerman, A. (CoI), Kalnishkan, Y. (CoI), Chernov, A. (CoI) & Zhdanov, F. (CoI)
Eng & Phys Sci Res Council EPSRC
10/10/07 → 22/11/10
Project: Research

Cite this

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title = "Prequential randomness and probability",

keywords = "Algorithmic randomness, Farthingale, Prequential statistics",

author = "Vladimir Vovk and Alexander Shen",

year = "2010",

month = jun,

day = "17",

doi = "10.1016/j.tcs.2010.04.002",

language = "English",

volume = "411",

pages = "2632--2646",

journal = "Theoretical Computer Science",

issn = "0304-3975",

publisher = "Elsevier B.V.",

number = "29-30",

}

TY - JOUR

T1 - Prequential randomness and probability

AU - Vovk, Vladimir

AU - Shen, Alexander

PY - 2010/6/17

Y1 - 2010/6/17

KW - Algorithmic randomness

KW - Farthingale

KW - Prequential statistics

U2 - 10.1016/j.tcs.2010.04.002

DO - 10.1016/j.tcs.2010.04.002

M3 - Article

SN - 0304-3975

VL - 411

SP - 2632

EP - 2646

JO - Theoretical Computer Science

JF - Theoretical Computer Science

IS - 29-30

ER -

Prequential randomness and probability

Keywords

Access to Document

Projects

PCP: Practical Competitive Prediction

Cite this