scientific article; zbMATH DE number 3305594

zbMATH Open0192.26204MaRDI QIDQ5586884FDOQ5586884

Authors: D. M. Chibisov 

Publication date: 1966

Title of this publication is not available (Why is that?)

zbMATH Keywords

statistics

Cited In (21)

• Estimation of total time on test transforms for stationary observations
• Goodness-of-fit tests based on sup-functionals of weighted empirical processes
• Strong and weak approximations of k-spacings processes
• Weak convergence for rectangle-indexed weighted multivariate empirical \(U\)-statistic processes under mixing conditions
• Weak convergence for weighted empirical processes of dependent sequences
• Weak convergence of empirical and quantile processes in sup-norm metrics via KMT-constructions
• The central limit theorem for weighted empirical processes indexed by sets
• A refined large deviation principle for Brownian motion and its application to boundary crossing
• Testing for changes in linear models using weighted residuals
• The Chibisov-O'Reilly theorem for empirical processes under contiguous measures
• On the asymptotic distribution of weighted uniform empirical and quantile processes in the middle and on the tails
• Concentration inequalities and asymptotic results for ratio type empirical processes
• Rényi-type empirical processes
• Changepoint problems and contiguous alternatives
• Convergence of integrals of uniform empirical and quantile processes
• An approximation for the power function of a non-parametric test of fit
• Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes
• Weak convergence of sequences of first passage processes and applications
• Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process
• The \(L_2\) norm of the approximation error for Bernstein polynomials
• Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables

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