scientific article

zbMath0758.62015MaRDI QIDQ3993236

Anatoliĭ Alfredovich Mogul'skiĭ, Aleksandr A. Borovkov

Publication date: 23 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

minimaxasymptotic approachnumerical characteristicsasymptotically optimal testsBahadur efficiencyHodges-Lehmann efficiencysums of random vectorsBayesian testslikelihood ratio criteriaexact asymptotics of large deviation probabilitiesmaximum points of sums of random fieldsrough asymptotics of maximum likelihood estimates of large deviation probabilitiestesting composite parametric hypotheses

Mathematics Subject Classification ID

Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (7)

Large deviations for empirical probability measures and statistical tests ⋮ The extended large deviation principle for a process with independent increments ⋮ Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line ⋮ Large deviations for distributions of sums of random variables: Markov chain method ⋮ Nonparametric hypothesis testing with small type I or type II error probabilities ⋮ The large deviation principle for a compound Poisson process ⋮ Расширенный принцип больших уклонений для траекторий обобщенного процесса восстановления

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