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 |
|
serial |
title
|
Limit Theorems in Probability and Statistics |
page_num |
209-223 |
editor |
|
editor |
|
editor |
|
|
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 |
|