On hypotheses testing for poisson processes: regular and singular cases

We consider the problem of choosing between two hypotheses concerning an unknown parameter of an observed Poissonian signal. The first hypothesis is simple and the second one is local one-sided composite. The realization and the properties of the proposed tests turn out to be very different dependi...

Full description

Bibliographic Details
Published in:Международная научная конференция "Робастная статистика и финансовая математика - 2019" (04-06 июля 2019 г.) : сборник статей С. 11-19
Main Author: Dachian, Serguei
Other Authors: Kutoyants, Yury A., Yang, L.
Format: Book Chapter
Language:English
Subjects:
Online Access:http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000790461
Перейти в каталог НБ ТГУ

Similar Items