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Zapiski Nauchnykh Seminarov POMI, 1993, Volume 207, Pages 37–59 (Mi znsl5818)  

This article is cited in 7 scientific papers (total in 7 papers)

Large deviations for empirical probability measures and statistical tests

M. S. Ermakov
Full-text PDF (989 kB) Citations (7)
Abstract: Given subsets $\Omega,\Phi$ of a set of probability measures, questions about the uniform in $P\in\Phi$ convergence of the normalized large deviations $n^{-1}\log P$ ($\hat P_n\in\Omega$) and about the convergence of the supremum over $\Phi$ of this value are considered for empirical distributions $\hat P_n$. The results are used for the proof of the asymptotic minimaxity of the Kolmogorov, omega-square, and rank tests by nonparametric sets of alternatives. A new bound for the efficiency of statistical tests is obtained. Bibliography: 19 titles.
English version:
Journal of Mathematical Sciences, 1996, Volume 81, Issue 1, Pages 2379–2393
DOI: https://doi.org/10.1007/BF02362343
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: M. S. Ermakov, “Large deviations for empirical probability measures and statistical tests”, Studies in mathematical statistics. Part 10, Zap. Nauchn. Sem. POMI, 207, Nauka, St. Petersburg, 1993, 37–59; J. Math. Sci., 81:1 (1996), 2379–2393
Citation in format AMSBIB
\Bibitem{Erm93}
\by M.~S.~Ermakov
\paper Large deviations for empirical probability measures and statistical tests
\inbook Studies in mathematical statistics. Part~10
\serial Zap. Nauchn. Sem. POMI
\yr 1993
\vol 207
\pages 37--59
\publ Nauka
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl5818}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1227974}
\zmath{https://zbmath.org/?q=an:0803.62037|0852.62041}
\transl
\jour J. Math. Sci.
\yr 1996
\vol 81
\issue 1
\pages 2379--2393
\crossref{https://doi.org/10.1007/BF02362343}
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  • https://www.mathnet.ru/eng/znsl/v207/p37
  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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