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Search: subject:"Neyman–Pearson test"
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Neyman–Pearson test
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Bayes test
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Bivariate extremes
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Chi-square goodness-of-fit test
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Differentiable spectral neighborhood
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Fisher’s κ
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Generalized Pareto distribution
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Girsanov formula for diffusion-type processes
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Hellinger integral
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Kolmogorov–Smirnov test
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Large deviation theorems
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Likelihood ratio
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Ornstein–Uhlenbeck-type process
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Pickands dependence function
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Primary: 62F05
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Secondary: 62C10
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Stochastic delay differential equation
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Falk, Michael
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Gapeev, Pavel
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Küchler, Uwe
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Michel, René
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Annals of the Institute of Statistical Mathematics
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Statistical Inference for Stochastic Processes
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On large deviations in testing Ornstein–Uhlenbeck-type models
Gapeev, Pavel
;
Küchler, Uwe
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10005184584
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Testing for Tail Independence in Extreme Value models
Falk, Michael
;
Michel, René
- In:
Annals of the Institute of Statistical Mathematics
58
(
2006
)
2
,
pp. 261-290
Persistent link: https://www.econbiz.de/10005395813
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