A hypothesis-testing perspective on the \(G\)-normal distribution theory
type: Item
instance of: scholarly article
title: A hypothesis-testing perspective on the \(G\)-normal distribution theory
zbMATH Open document ID: 1459.62027
author: Shige Peng
author: Quan Zhou
published in: Statistics \& Probability Letters
publication date: 2020-01-20T00:00:00Z
full work available at URL: https://arxiv.org/abs/1909.03530
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 35K05
zbMATH DE Number: 7153427
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: nonlinear heat equation
zbMATH Keywords: \(p\)-hacking
zbMATH Keywords: sublinear expectation
zbMATH Keywords: tail capacity
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2973416422
cites work: Coherent measures of risk
cites work: Choquet expectation and Peng's \(g\)-expectation
cites work: Ambiguity, Risk, and Asset Returns in Continuous Time
cites work: Theory of capacities
cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
cites work: Ambiguous volatility, possibility and utility in continuous time
cites work: Limit theorems with rate of convergence under sublinear expectations
cites work: On Shige Peng's central limit theorem
cites work: \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction
cites work: \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
cites work: Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
cites work: Law of large numbers and central limit theorem under nonlinear expectations
cites work: Central limit theorem under uncertain linear transformations
cites work: Normal approximation by Stein's method under sublinear expectations
cites work: Q4255599
Wikidata QID: Q127231701
DOI: 10.1016/J.SPL.2019.108623
Recommended article: Stein type characterization for \(G\)-normal distributions
Recommended article: A note on \(G\)-normal distributions
Recommended article: Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
Recommended article: Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
Recommended article: A generalized Neyman-Pearson Lemma for \(g\)-probabilities
description: scientific article; zbMATH DE number 7153427