The distribution of the estimate of entropy and its applications
The ... -Divergence Statistic in Bivariate Multinomial Populations Including Stratification.
The likelihood ratio test for general mixture models with or without structural parameter
This paper deals with the likelihood ratio test (LRT) for testing hypotheses on the mixing measure in mixture models with or without structural parameter. The main result gives the asymptotic distribution of the LRT statistics under some conditions that are proved to be almost necessary. A detailed solution is given for two testing problems: the test of a single distribution against any mixture, with application to Gaussian, Poisson and binomial distributions; the test of the number of populations...
The Minimum Distance Method of Testing.
The multisample version of the Lepage test
The two-sample Lepage test, devised for testing equality of the location and scale parameters against the alternative that at least for one of the parameters the equality does not hold, is extended to the general case of sampled populations. It is shown that its limiting distribution is the chi-square distribution with degrees of freedom. This -sample statistic is shown to yield consistent test and a formula for its noncentrality parameter under Pitman alternatives is derived. For some particular...
The regenerative process with rare event appears on the second phase.
Trend estimation problems in time-series analysis [Book]
Two sample nonparametric procedures based on sample coverages for uncensored data.
Un test non paramétrique unilatéral de rupture d'homogénéité de «k» échantillons
Une mesure de la déviation quadratique d'estimateurs non paramétriques
Uniform rates of convergence in extreme-value theory. Normal and gamma models
Variance of periodic measure of bounded set with random position
The principal term in the asymptotic expansion of the variance of the periodic measure of a ball in under uniform random shift is proportional to the st power of the grid scaling factor. This result remains valid for a bounded set in with sufficiently smooth isotropic covariogram under a uniform random shift and an isotropic rotation, and the asymptotic term is proportional also to the -dimensional measure of the object boundary. The related coefficients are calculated for various periodic...
Weak convergence of linear rank statistics
Wild bootstrap in RCA(1) model
In the paper, a heteroskedastic autoregressive process of the first order is considered where the autoregressive parameter is random and errors are allowed to be non-identically distributed. Wild bootstrap procedure to approximate the distribution of the least-squares estimator of the mean of the random parameter is proposed as an alternative to the approximation based on asymptotic normality, and consistency of this procedure is established.
Zur Schätzung eines Dichtefunktionals.
как критерий независимости в таблице сопряженности признаков
как критерий однородности
Асимптотика второго порядка вероятности разорения в случае выплат очень большого размера
Асимптотический анализ статистических оценок по цензурированным центральным и промежуточным членам вариационного ряда выборкам
Асимптотическое поведение полиномиальных оценок Питмэна