A central limit theorem for conditionally centred random fields with an application to testing statistical hypotheses.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16030055" target="_blank" >RIV/67985556:_____/02:16030055 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

A central limit theorem for conditionally centred random fields with an application to testing statistical hypotheses.

Original language description

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 appliedto 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.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GA201%2F99%2F0269" target="_blank" >GA201/99/0269: Integral geometry and statistics of random set components</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2002

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Limit Theorems in Probability and Statistics.

ISBN

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ISSN

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e-ISSN

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Number of pages

15

Pages from-to

209-223

Publisher name

János Bolyai Mathematical Society

Place of publication

Budapest

Event location

Balatonlelle [HU]

Event date

Jun 28, 1999

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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