About: Extension of the Wald statistic to models with dependent observations.

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Levy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squared distributed under regular composite hypotheses. It is simpler and more easily available than the generalized likelihood ratio statistic. A generalization of the Wald statistic for testing composite hypotheses is suggested for dependent data from exponential models which include Levy processes and diffusion fields. The generalized statistic is proved to be asymptotically chi-squared distributed under regular composite hypotheses. It is simpler and more easily available than the generalized likelihood ratio statistic. (en)
Title	Extension of the Wald statistic to models with dependent observations. Extension of the Wald statistic to models with dependent observations. (en)
skos:prefLabel	Extension of the Wald statistic to models with dependent observations. Extension of the Wald statistic to models with dependent observations. (en)
skos:notation	RIV/67985556:_____/00:16010024!RIV/2003/AV0/A16003/N
http://linked.open.../vavai/riv/strany	97;113
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA102/99/1137), Z(AV0Z1075907)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2003
http://linked.open...aciTvurceVysledku	Vajda, Igor
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	711009
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/00:16010024
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	composite parametric hypotheses; generalized likelihood ratio statistic; generalized Wald statistic (en)
http://linked.open.../riv/klicoveSlovo	composite parametric hypotheses generalized Wald statistic generalized likelihood ratio statistic
http://linked.open...odStatuVydavatele	DE - Spolková republika Německo
http://linked.open...ontrolniKodProRIV	[0CBD068F62F9]
http://linked.open...i/riv/nazevZdroje	Metrika
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	4 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Estimation and optimization in telecommunication networks
http://linked.open...UplatneniVysledku	2000
http://linked.open...v/svazekPeriodika	52
http://linked.open...iv/tvurceVysledku	Morales, D. Pardo, L. Vajda, Igor Pardo, M. C.
http://linked.open...n/vavai/riv/zamer	Uncertainty methods in theoretical cybernetics: system identification, information processing, decision-making, and control
issn	0026-1335
number of pages	17 (xsd:int)

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