scientific article; zbMATH DE number 3406955
From MaRDI portal
Publication:5671986
zbMath0257.62015MaRDI QIDQ5671986
Publication date: 1971
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (only showing first 100 items - show all)
Large and moderate deviations of empirical processes with nonstandard rates ⋮ A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator ⋮ On convergence of conditional probability measures ⋮ Bahadur asymptotic efficiency of integral tests for symmetry ⋮ Large deviations and asymptotic efficiency of a statistic of integral type. II ⋮ Large deviations of uniformly recurrent Markov additive processes ⋮ Large deviations principle for white noise distributions with growth condition ⋮ On a fundamental optimality of the maximum likelihood estimator ⋮ On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ Probability distribution as a path and its action integral ⋮ The Bernoulli sieve revisited ⋮ On defining \(P\)-values ⋮ Local efficiency of integrated goodness-of-fit tests under skew alternatives ⋮ Local Bahadur efficiency of score tests ⋮ Self-normalized large deviations ⋮ Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families ⋮ Goodness-of-fit tests for the Pareto distribution based on its characterization ⋮ Characterization based symmetry tests and their asymptotic efficiencies ⋮ Asymptotic behavior of confidence regions in the change-point problem ⋮ Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures ⋮ Relative efficiencies of goodness of fit procedures for assessing univariate normality ⋮ Saddle point approximations to probabilities of sample mean deviations ⋮ Decentralized detection by a large number of sensors ⋮ Large deviations and asymptotic efficiency of integral statistics for testing independence ⋮ Consistency under sampling of exponential random graph models ⋮ Large deviations and estimation in infinite-dimensional models ⋮ Bahadur efficiency of Watson-Darling goodness-of-fit tests ⋮ Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies ⋮ The likelihood ratio test for the change point problem for exponentially distributed random variables ⋮ Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization ⋮ Bahadur slope of the \(t\)-statistic for a contaminated normal ⋮ A distribution for a pair of unit vectors generated by Brownian motion ⋮ On asymptotic minimaxity of Kolmogorov and omega-square tests ⋮ Efficiency and superefficiency in one-parameter two-sided truncated distribution families ⋮ Large deviations for sums of bounded functions of a normalized sample under gamma distribution ⋮ Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives. ⋮ On large deviations in testing Ornstein-Uhlenbeck-type models ⋮ Testing significance of a mean vector. A possible alternative to Hotelling's \(T^ 2\). ⋮ Some new properties of the Bechhofer-Kiefer-Sobel stopping rule ⋮ Robust permutation tests for one sample ⋮ Exponentiality tests based on Ahsanullah's characterization and their efficiency ⋮ Large deviation probabilities for certain dependent processes ⋮ Moderate deviations of minimum contrast estimators under contamination ⋮ Asymptotic properties of maximum likelihood estimators in models with multiple change points ⋮ A relation between the Chernoff index and the Pitman efficacy ⋮ Allocating observations between two normal populations to maximize the half slope of the F-test ⋮ Bahadur deficiency of likelihood ratio tests in exponential families ⋮ Approximating the extreme right-hand tail probability for the distribution of the number of patterns in a sequence of multi-state trials ⋮ Large deviation theory for non-regular location shift family ⋮ Large deviations for bootstrapped empirical measures ⋮ The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density ⋮ Statistical inference for \(L^2\)-distances to uniformity ⋮ Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry ⋮ Large deviations and Bahadur efficiency of the Khmaladze-Aki statistics ⋮ Asymptotically efficient estimation in response adaptive trials ⋮ Improved Kolmogorov inequalities for the binomial distribution ⋮ Statistics with set-valued functions: applications to inverse approximate optimization ⋮ A review of optimality of multivariate tests ⋮ Kolmogorov tests of normality based on some variants of Polya's characterization ⋮ The Jensen-Shannon divergence ⋮ A class of count models and a new consistent test for the Poisson distribution ⋮ Goodness-of-fit tests for a heavy tailed distribution ⋮ Hodges-Lehmann and Chernoff efficiencies of linear rank statistics ⋮ Hodges-Lehmann optimality of tests ⋮ A large deviation approach to normality testing ⋮ On the choice of the smoothing parameter for the BHEP goodness-of-fit test ⋮ On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics ⋮ Adaptive tests for stochastic processes in the ergodic case ⋮ Large deviations theorems in nonparametric regression on functional data ⋮ An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes ⋮ Inference about permutation parameter in large samples ⋮ A modified maximum likelihood test ⋮ Efficiency of exponentiality tests based on a special property of exponential distribution ⋮ Asymptotic properties of exponentiality tests based on \(L\)-statistics ⋮ Competitive and value allocations of large exchange economies ⋮ Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison ⋮ Small-time ruin for a financial process modulated by a Harris recurrent Markov chain ⋮ On Bahadur efficiency of empirical likelihood ⋮ Consistency of minimum contrast estimators in non-standard cases ⋮ Exact Bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous Poisson process ⋮ Robust permutation tests for two samples ⋮ Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence ⋮ On asymptotic efficiency of tests of fit based on the Deheuvels empirical process ⋮ A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test. ⋮ Some consistent exponentiality tests based on Puri-Rubin and Desu characterizations. ⋮ Large deviation theorems for extended random variables and some applications ⋮ A new integral nonparametric test for the affine symmetry hypothesis ⋮ Large deviations of degenerate Mises functionals. ⋮ A large deviation theorem for \(U\)-processes ⋮ Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. ⋮ On the consistency of the maximum spacing method ⋮ Large-deviation theorems in hypothesis-testing problems ⋮ On an upper bound of Sanov's inequality for the probability of a large deviation ⋮ A Bayesian method for combining statistical tests ⋮ A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues ⋮ Large deviations for the \(L_1\)-distance in kernel density estimation ⋮ A theorem on large-deviation probabilities for decomposable statistics and its statistical application ⋮ Stochastic bounds for attained levels ⋮ On exponential rates of likelihood ratio estimators for location parameters ⋮ An estimate of the probabilities of deviation of the sample mean
This page was built for publication: