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Found 149 Documents (Results 1–100)

Van Trees inequality, group equivariance, and estimation of principal subspaces. (English) Zbl 07822572

Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 301-321 (2023).
MSC:  62-XX
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A multivariate CLT for weighted sums with rate of convergence of order \(O(1/n)\). (English) Zbl 07822570

Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 225-257 (2023).
MSC:  62-XX
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Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure. (English) Zbl 07822567

Belomestny, Denis (ed.) et al., Foundations of modern statistics. Festschrift in honor of Vladimir Spokoiny. Selected contributions based on the presentations at the international conference, Berlin, Germany, November 6–8, 2019 and Moscow, Russia, November 30, 2019. Cham: Springer. Springer Proc. Math. Stat. 425, 121-162 (2023).
MSC:  62-XX
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The Chebyshev-Edgeworth correction in the central limit theorem for integer-valued independent summands. (English. Russian original) Zbl 1492.60052

Theory Probab. Appl. 66, No. 4, 537-549 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 676-692 (2021).
MSC:  60F05 62E20
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Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data. (English. Russian original) Zbl 1478.62131

J. Math. Sci., New York 258, No. 6, 859-866 (2021); translation from Zap. Nauchn. Semin. POMI 486, 178-189 (2019).
MSC:  62H15 62J05 62J10
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Second-order Chebyshev-Edgeworth and Cornish-Fisher expansions for distributions of statistics constructed from samples with random sizes. (English. Russian original) Zbl 1453.62378

J. Math. Sci., New York 244, No. 5, 811-839 (2020); translation from Zap. Nauchn. Semin. POMI 466, 167-207 (2017).
MSC:  62E20 62P05
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Testing independence via spectral moments. (English) Zbl 1405.62063

Bebiano, Natália (ed.), Applied and computational matrix analysis. MAT-TRIAD, Coimbra, Portugal, September 7–11, 2015. Selected, revised contributions. Cham: Springer (ISBN 978-3-319-49982-6/hbk; 978-3-319-49984-0/ebook). Springer Proceedings in Mathematics & Statistics 192, 263-274 (2017).
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