Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
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).
| Язык оригинала | английский |
|---|---|
| Страницы (с-по) | 842-857 |
| Число страниц | 16 |
| Журнал | Journal of Mathematical Sciences |
| Том | 244 |
| Номер выпуска | 5 |
| DOI | |
| Состояние | Опубликовано - 1 фев 2020 |
ID: 78547875