On a Power of Optimal Test for Asymptotic Distinction of Statistical Hypotheses for Distributions with Heavy Tails*
Gespeichert in:
Verfasser / Beitragende:
[V. Bening, V. Korolev, U Da]
Ort, Verlag, Jahr:
2015
Enthalten in:
Journal of Mathematical Sciences, 205/1(2015-02-01), 18-26
Format:
Artikel (online)
Online Zugang:
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| 024 | 7 | 0 | |a 10.1007/s10958-015-2225-8 |2 doi |
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| 245 | 0 | 0 | |a On a Power of Optimal Test for Asymptotic Distinction of Statistical Hypotheses for Distributions with Heavy Tails* |h [Elektronische Daten] |c [V. Bening, V. Korolev, U Da] |
| 520 | 3 | |a In the paper, the asymptotic behavior of the power function of the most powerful test in the problem of testing a simple hypothesis against a simple alternative from a homogeneous sample of independent observations is studied under the assumption that the likelihood ratio has a heavy-tailed distribution belonging to the domain of attraction of a stable law. | |
| 540 | |a Springer Science+Business Media New York, 2015 | ||
| 700 | 1 | |a Bening |D V. |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia |4 aut | |
| 700 | 1 | |a Korolev |D V. |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia |4 aut | |
| 700 | 1 | |a Da |D U. |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia |4 aut | |
| 773 | 0 | |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 205/1(2015-02-01), 18-26 |x 1072-3374 |q 205:1<18 |1 2015 |2 205 |o 10958 | |
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| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10958-015-2225-8 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Bening |D V. |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Korolev |D V. |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Da |D U. |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Journal of Mathematical Sciences |d Springer US; http://www.springer-ny.com |g 205/1(2015-02-01), 18-26 |x 1072-3374 |q 205:1<18 |1 2015 |2 205 |o 10958 | ||