Ermakov Mikhail · Scientific work — Институт Проблем Машиноведения РАН ( ИПМаш РАН )

Minimax Nonparametric Estimation on Maxisets

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

244

Issue Publication:

5

Pages:

779 - 788

DOI:

https://doi.org/10.1007/s10958-020-04651-1

On Uniform Consistency of Nonparametric Tests. I

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

258

Issue Publication:

6

Pages:

802 - 837

DOI:

https://doi.org/10.1007/s10958-021-05582-1

On Consistent Hypothesis Testing

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

225

Issue Publication:

5

Pages:

751 - 769

DOI:

https://doi.org/10.1007/s10958-017-3491-4

On Probabilities of Moderate Deviations of Empirical Measures for Contiguous Distributions

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

229

Issue Publication:

6

Pages:

671 - 677

DOI:

https://doi.org/10.1007/s10958-018-3706-3

Large Deviation Principle for Moderate Deviation Probabilities of Bootstrap Empirical Measures

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

204

Issue Publication:

1

Pages:

90 - 115

DOI:

https://doi.org/10.1007/s10958-014-2189-0

On Asymptotically Efficient Statistical Inference on a Signal Parameter

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

206

Issue Publication:

2

Pages:

159 - 170

DOI:

https://doi.org/10.1007/s10958-015-2300-1

Asymptotically Efficient Importance Sampling for Bootstrap

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Journal of Mathematical Sciences (United States)

Volume Publication:

214

Issue Publication:

4

Pages:

474 - 483

DOI:

https://doi.org/10.1007/s10958-016-2791-4

Importance sampling for simulation of large and moderate deviation probabilities of tests and estima

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Theory of Probability and its Applications

Volume Publication:

51

Issue Publication:

2

Pages:

279 - 290

DOI:

https://doi.org/10.1137/S0040585X97982323

Nonparametric hypothesis testing with small type I or type II error probabilities

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Problems of Information Transmission

Volume Publication:

44

Issue Publication:

2

Pages:

119 - 137

DOI:

https://doi.org/10.1134/S0032946008020051

Minimax and bayes estimation in deconvolution problem

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

ESAIM - Probability and Statistics

Volume Publication:

12

Pages:

327 - 344

DOI:

https://doi.org/10.1051/ps:2007038

Nonparametric signal detection with small type I and type II error probabilities

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Statistical Inference for Stochastic Processes

Volume Publication:

14

Issue Publication:

1

Pages:

1 - 19

DOI:

https://doi.org/10.1007/s11203-010-9048-5

The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation proba

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Electronic Journal of Statistics

Volume Publication:

6

Pages:

2150 - 2184

DOI:

https://doi.org/10.1214/12-EJS742

On asymptotic minimaxity of Kolmogorov and omega-square tests

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Statistics and Probability Letters

Volume Publication:

30

Issue Publication:

3

Pages:

227 - 233

DOI:

https://doi.org/10.1016/0167-7152(95)00224-3

Asymptotic minimaxity of chi-square tests

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Theory of Probability and its Applications

Volume Publication:

42

Issue Publication:

4

Pages:

589 - 610

DOI:

https://doi.org/10.1137/s0040585x97976441

On distinguishability of two nonparametric sets of hypothesis

НАУЧНЫЕ ПУБЛИКАЦИИ

Autors:

d.o.p.a.m.s. Ermakov Mikhail

Name Publication:

Statistics and Probability Letters

Volume Publication:

48

Issue Publication:

3

Pages:

275 - 282

DOI:

https://doi.org/10.1016/s0167-7152(00)00007-9

Institute for Problems in Mechanical Engineering
of the Russian Academy of Sciences

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Minimax Nonparametric Estimation on Maxisets

On Uniform Consistency of Nonparametric Tests. I

On Consistent Hypothesis Testing

On Probabilities of Moderate Deviations of Empirical Measures for Contiguous Distributions

Large Deviation Principle for Moderate Deviation Probabilities of Bootstrap Empirical Measures

On Asymptotically Efficient Statistical Inference on a Signal Parameter

Asymptotically Efficient Importance Sampling for Bootstrap

Importance sampling for simulation of large and moderate deviation probabilities of tests and estima

Nonparametric hypothesis testing with small type I or type II error probabilities

Minimax and bayes estimation in deconvolution problem

Nonparametric signal detection with small type I and type II error probabilities

The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation proba

On asymptotic minimaxity of Kolmogorov and omega-square tests

Asymptotic minimaxity of chi-square tests

On distinguishability of two nonparametric sets of hypothesis

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