scientific article; zbMATH DE number 3406955

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Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
Robust permutation tests for two samples
On asymptotic efficiency of tests of fit based on the Deheuvels empirical process
On an upper bound of Sanov's inequality for the probability of a large deviation
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
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
On a fundamental optimality of the maximum likelihood estimator
Local Bahadur efficiency of score tests
Consistency of maximum likelihood estimators for certain nonparametric families, in particular: Mixtures
Relative efficiencies of goodness of fit procedures for assessing univariate normality
Decentralized detection by a large number of sensors
Large deviations and asymptotic efficiency of integral statistics for testing independence
Large deviations and estimation in infinite-dimensional models
Bahadur efficiency of Watson-Darling goodness-of-fit tests
The likelihood ratio test for the change point problem for exponentially distributed random variables
On asymptotic minimaxity of Kolmogorov and omega-square tests
Testing significance of a mean vector. A possible alternative to Hotelling's T^ 2.
Some new properties of the Bechhofer-Kiefer-Sobel stopping rule
Large deviation probabilities for certain dependent processes
Allocating observations between two normal populations to maximize the half slope of the F-test
Bahadur deficiency of likelihood ratio tests in exponential families
The asymptotic efficiency, in the sense of Bahadur, of estimators of a multidimensional parameter of the spectral density
Local Chernoff and Hodges-Lehmann efficiencies of linear rank tests for symmetry
Large deviations and Bahadur efficiency of the Khmaladze-Aki statistics
Improved Kolmogorov inequalities for the binomial distribution
A review of optimality of multivariate tests
Hodges-Lehmann and Chernoff efficiencies of linear rank statistics
Hodges-Lehmann optimality of tests
On conditions of Bahadur local asymptotic optimality of weighted Kolmogorov-Smirnov statistics
Adaptive tests for stochastic processes in the ergodic case
A modified maximum likelihood test
Competitive and value allocations of large exchange economies
Consistency of minimum contrast estimators in non-standard cases
Bahadur efficiency and local asymptotic optimality of certain nonparametric tests for independence
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.
On the consistency of the maximum spacing method
A Bayesian method for combining statistical tests
An estimate of the probabilities of deviation of the sample mean
On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
Self-normalized large deviations
Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families
Asymptotic behavior of confidence regions in the change-point problem
Saddle point approximations to probabilities of sample mean deviations
Bahadur slope of the \(t\)-statistic for a contaminated normal
Efficiency and superefficiency in one-parameter two-sided truncated distribution families
Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives.
Robust permutation tests for one sample
Moderate deviations of minimum contrast estimators under contamination
A generalization of Kendall's tau and the asymptotic efficiency of the corresponding independence test.
A large deviation theorem for \(U\)-processes
Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
Large-deviation theorems in hypothesis-testing problems
Large deviations for the \(L_1\)-distance in kernel density estimation
Large and moderate deviations of empirical processes with nonstandard rates
Tests of exponentiality based on Arnold-Villasenor characterization and their efficiencies
Local exact Bahadur efficiencies of two scale-free tests of normality based on a recent characterization
Large deviations for sums of bounded functions of a normalized sample under gamma distribution
Statistical inference for \(L^2\)-distances to uniformity
Statistics with set-valued functions: applications to inverse approximate optimization
Asymptotic efficiency of new distribution-free tests of symmetry for generalized skew alternatives
On large deviations in testing simple hypotheses for locally stationary Gaussian processes
On large deviations of smoothed Kolmogorov-Smirnov's statistics
On the bias and mean-square error of order-restricted maximum likelihood estimators
Nonparametric maximum-likelihood estimation of probability measures: existence and consist\-en\-cy
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
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
Asymptotically similar criteria
On Hoeffding's inequalities.
Adaptive decision making for stochastic processes
On the efficiency of estimators of a spectral density multivariate parameter
An estimate of deviation probabilities of the sample mean of variables with -semimixing
Inaccuracy rates and Hodges-Lehmann large deviation rates for parametric inferences with nuisance parameters
An optimal property of the exact multinomial test and the extended Fisher's exact test
Integral transform methods in goodness-of-fit testing. II: The Wishart distributions
Properties of noncommutative Rényi and Augustin information
Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization
On the \(T\)-test
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
Goodness-of-fit tests for the power function distribution based on the Puri-Rubin characterization and their efficiences
On the robustness of mixture index of fit
The distribution of clusters in random graphs
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
A test for detecting Laplace order dominance and related Bahadur efficiency issues

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