Abstract:
Asymptotic properties of the sequence lnP(ω2>x(n)) in the region of large deviations (i. e. when limn→∞x(n)n=∞, limn→∞supx(n)<∞) are considered.
Citation:
A. A. Mogul'skiǐ, “Remarks on large deviations for the ω2-statistics”, Teor. Veroyatnost. i Primenen., 22:1 (1977), 170–175; Theory Probab. Appl., 22:1 (1977), 166–171
\Bibitem{Mog77}
\by A.~A.~Mogul'ski{\v\i}
\paper Remarks on large deviations for the $\omega^2$-statistics
\jour Teor. Veroyatnost. i Primenen.
\yr 1977
\vol 22
\issue 1
\pages 170--175
\mathnet{http://mi.mathnet.ru/tvp3171}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=436454}
\zmath{https://zbmath.org/?q=an:0375.60034}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 22
\issue 1
\pages 166--171
\crossref{https://doi.org/10.1137/1122018}
Linking options:
https://www.mathnet.ru/eng/tvp3171
https://www.mathnet.ru/eng/tvp/v22/i1/p170
This publication is cited in the following 7 articles:
Zaitsev A.Yu. Kagan A.M. Nikitin Ya.Yu., “Toward the History of the St. Petersburg School of Probability and Statistics. Iv. Characterization of Distributions and Limit Theorems in Statistics”, Vestn. St Petersb. Univ.-Math., 52:1 (2019), 36–53
Aurea Grané, Anna V. Tchirina, “Asymptotic properties of a goodness-of-fit test based on maximum correlations”, Statistics, 47:1 (2013), 202
V. R. Fatalov, “Point Asymptotics for Probabilities of Large Deviations of the ω2 Statistics in Verification of the Symmetry Hypothesis”, Problems Inform. Transmission, 40:3 (2004), 212–225
M. S. Ermakov, “On large deviations of type II error probabilities of Kolmogorov and omega-squared tests”, J. Math. Sci. (N. Y.), 128:1 (2005), 2538–2555
V. I. Piterbarg, V. R. Fatalov, “The Laplace method for probability measures in Banach spaces”, Russian Math. Surveys, 50:6 (1995), 1151–1239
Henry Braun, “A Simple Method for Testing Goodness of Fit in the Presence of Nuisance Parameters”, Journal of the Royal Statistical Society Series B: Statistical Methodology, 42:1 (1980), 53
L. V. Osipov, “On the probabilities of large deviations for sums of independent random vectors”, Theory Probab. Appl., 23:3 (1979), 490–506