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math.ST2026
Parametric Statistical Inference in the Zone of Moderate Deviation Probabilities
Mikhail Ermakov
A parametric theory of statistical inference is developed for the moderate deviation probability zone. The new approach to the proofs is based on the Taylor series expansion of the…
math.ST2020
On uniform consistency of nonparametric tests I
Mikhail Ermakov
We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives…
math.ST2017
On asymptotically minimax nonparametric detection of signal in Gaussian white noise
Mikhail Ermakov
For the problem of nonparametric detection of signal in Gaussian white noise we point out strong asymptotically minimax tests. The sets of alternatives are a ball in Besov space $B…