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
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, Refined Kolmogorov inequalities for the binomial distribution, The test of exponentiality based on the mean residual life function revisited, Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function, Unnamed Item, Large deviations of divergence measures on partitions, On asymptotically optimal tests, On large deviation asymptotics of some tests in time series, Large deviations probabilities for a test of symmetry based on kernel density estimator, New tests for exponentiality based on a characterization with random shift, Statistical inference for multinomial populations based on a double index family of test statistics, Joint spectrum and large deviation principle for random matrix products, On Hoeffding's inequalities., Asymptotic efficiency of majority rule relative to rank-sum method for selecting the best population, Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization, New class of exponentiality tests based on U-empirical Laplace transform, THE CHOICE OF CELLS IN CHI–SQUARE TESTS, Asymptotic efficiency of new exponentiality tests based on a characterization, Asymptotic properties of a goodness-of-fit test based on maximum correlations, Adaptive decision making for stochastic processes, Finite sample tail behaviour of hodges-lehmann type estimators, On the efficiency of estimators of a spectral density multivariate parameter, An estimate of deviation probabilities of the sample mean of variables with \(\psi\)-semimixing, Consistent estimation of the minimum normal mean under the tree-order restriction, Unnamed Item, Uniform \(L_1\)-distance large deviations in nonparametric density estimation, On the strong consistency of asymptotic \(M\)-estimators, On the normal approximation for the distribution of the number of simple or compound patterns in a random sequence of multi-state trials, Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters, A modification of watson's statistic for goodness-of-fit, A new family of omega-square-type statistics with Bahadur local optimality for the location family of generalized logistic distributions, On the \(T\)-test, Asymptotic efficiency of goodness-of-fit tests based on Too–Lin characterization, Unnamed Item, Comparison of powers and exact bahadur slopes of some tests for dimensionality in manova models, Nonparametric tests for orderedcsample contaminated distributions, Large deviation principle for random matrix products, On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective, New goodness-of-fit tests for Pareto I type distribution, based on some characterization, Goodness-of-fit tests based on characterization of uniformity by the ratio of order statistics, and their efficiency, Integral transform methods in goodness-of-fit testing. I: The gamma distributions, Exponentiality tests based on Basu characterization, Lilliefors test for exponentiality: large deviations, asymptotic efficiency, and conditions of local optimality, Cramér’s Theorem in Banach Spaces Revisited, Asymptotic evaluation of weighted nonparametric combination procedures, An optimal property of the exact multinomial test and the extended Fisher's exact test, Asymptotic efficiency and local optimality of tests based on two-sample \(U\)-and \(V\)-statistics, Duality for optimization problems with entropy-like objective functions, Asyhptotic efficiency of sequential and non-sequential procedures based on fisher's method of combining tests, A Martin boundary interpretation of the maximum entropy argument, On a fisherian detour of the step-down procedure for manova, Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models, Bahadur exact slopes of some tests for spectral densities, Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives, Large deviations probabilities for a symmetry test statistic based on delta-sequence density estimation, Tests for symmetry about an unknown value based on the empirical distribution function, On the maximum-likelihood estimator for the location parameter of a cauchy distribution, On large deviations in testing simple hypotheses for locally stationary Gaussian processes, Alternatives to maximum likelihood estimation based on spacings and the Kullback-Leibler divergence, Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences, On large deviations of smoothed Kolmogorov-Smirnov's statistics, On the robustness of mixture index of fit, On the bias and mean-square error of order-restricted maximum likelihood estimators, The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models, Two Non-Regular Extensions of Large Deviation Bound, Large deviations of U-empirical Kolmogorov–Smirnov tests and their efficiency, Exact slopes fot a life testing problem involving the two parameter exponential distribution, Testing for new is better than used in expectation, An asymptotically efficient test for the location parameter and the scale parameter of an exponential distribution, Bahadur efficiency and local optimality of a test for the exponential distribution based on the gini statistic, Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory, Testing the order of a model, Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy, Large deviations for M-estimators, The distribution of clusters in random graphs, Integral transform methods in goodness-of-fit testing. II: The Wishart distributions, Goodness-of-fit test statistics that dominate the Kolmogorov statistics, A one-sample adaptive distribution-free test with a stable power function, Growth Curve of Elephant Foot Yam, One Sided Estimation and Confidence Band, Generalized exponential bounds, iterated logarithm and strong laws, Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics, Goodness-of-fit tests based on a characterization of logistic distribution, Unnamed Item, On multivariate extens of sukhatme-perng-littell test, The sample complexity of worst-case identification of FIR linear systems, Asymptotic behaviour and statistical applications of divergence measures in multinomial populations: A unified study, Information theory and superefficiency, A minimaxity criterion in nonparametric regression based on large-deviations probabilities, Bahadur efficiency and robustness of Studentized score tests, Adaptive tests in statistical problems with finite nuisance parameter, A test of exponentiality against ℳ alternatives, Upper bounds on Poisson tail probabilities, An expansion of the index of large deviations for linear rank statistics, Large deviations for functionals of stationary processes, A sequential test for homogeneity of multinomial proportions, Asymptotically similar criteria, Two criteria of goodness-of-fit for Cauchy distribution based on characterizations, Bahadur efficiency and local optimality of a test for exponentiality based on the Moran statistics, Large deviations for a class of scale-parameter-free statistics under the gamma distribution, An asymptotically optimal test for the mean and the variance of a normal distribution, Combining Univariate Tests for Multivariate Location Problem, A test for detecting Laplace order dominance and related Bahadur efficiency issues, Allocating observations in a test for the ratio of scales of independent gamma variates, Goodness-of-fit tests for the logistic location family, Data driven choice of control charts, Combined sample scores versus two-sample scores under censoring, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:3946964 Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s], Properties of noncommutative Rényi and Augustin information