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DOI

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 оригиналаанглийский
Страницы (с-по)842-857
Число страниц16
ЖурналJournal of Mathematical Sciences
Том244
Номер выпуска5
DOI
СостояниеОпубликовано - 1 фев 2020

    Предметные области Scopus

  • Теория вероятности и статистика
  • Математика (все)
  • Прикладная математика

ID: 78547875