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We find the exact L2-small ball asymptotics for some Durbin processes. These processes are finitedimensional perturbations of a Brownian bridge B(t) and naturally appear in statistics as limit ones when one constructs goodness-of-fit tests of ω2-type for testing a sample for some distribution with estimated parameters. Earlier, in the work of Nazarov and Petrova, Kac–Kiefer–Wolfowitz processes (which correspond for testing normality) were considered, where a technique for obtaining asymptotics of oscillating integrals with a slowly varying amplitude has been developed. Due to this, it is possible to calculate the asymptotics of small deviations for Durbin processes for certain distributions (Laplace, logistic, Gumbel, gamma).
| Original language | English |
|---|---|
| Pages (from-to) | 842-857 |
| Number of pages | 16 |
| Journal | Journal of Mathematical Sciences |
| Volume | 244 |
| Issue number | 5 |
| DOIs | |
| State | Published - 1 Feb 2020 |
ID: 78547875