bibtype C - Conference Paper (international conference)
ARLID 0411068
utime 20240103182259.4
mtime 20060210235959.9
title (primary) (eng) A central limit theorem for conditionally centred random fields with an application to testing statistical hypotheses
publisher
place Budapest
name János Bolyai Mathematical Society
pub_time 2002
specification
page_count 15 s.
serial
title Limit Theorems in Probability and Statistics
page_num 209-223
editor
name1 Berkes
name2 I.
editor
name1 Csáki
name2 E.
editor
name1 Csörgö
name2 M.
keyword central limit theorem
keyword conditionally centred random fields
keyword composite hypotheses
author (primary)
ARLID cav_un_auth*0101114
name1 Janžura
name2 Martin
institution UTIA-B
full_dept Department of Stochastic Informatics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI 12A
cas_special
project
project_id GA201/99/0269
agency GA ČR
ARLID cav_un_auth*0005940
research CEZ:AV0Z1075907
abstract (eng) We prove a central limit theorem for conditionally centered random field, under condition of strict positivity of the empirical variance per observation. We use a random normalization, which fits to non-stationary situations. The theorem directly applied to Markov random fields, including the case of phase transition and lack of stationarity. A consequence is the asymptotic normality of a statistics for testing a composite hypotheses on a parameter of Markov fields in complete generality.
action
ARLID cav_un_auth*0213005
name Limit Theorems in Probability and Statistics
place Balatonlelle
country HU
dates 28.06.1999-02.07.1999
RIV BA
department SI
permalink http://hdl.handle.net/11104/0131155
ID_orig UTIA-B 20030055
arlyear 2002
mrcbU10 2002
mrcbU10 Budapest János Bolyai Mathematical Society
mrcbU63 Limit Theorems in Probability and Statistics 209 223
mrcbU67 Berkes I. 340
mrcbU67 Csáki E. 340
mrcbU67 Csörgö M. 340