| 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 |
|