On a Power of Optimal Test for Asymptotic Distinction of Statistical Hypotheses for Distributions with Heavy Tails*

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)
ID: 605521662
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024 7 0 |a 10.1007/s10958-015-2225-8  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10958-015-2225-8 
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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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
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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