Publication details
Conference Paper (international conference)
A central limit theorem for conditionally centred random fields with an application to testing statistical hypotheses
: Limit Theorems in Probability and Statistics, p. 209-223 , Eds: Berkes I., Csáki E., Csörgö M.
: János Bolyai Mathematical Society, (Budapest 2002)
: Limit Theorems in Probability and Statistics, (Balatonlelle, HU, 28.06.1999-02.07.1999)
: CEZ:AV0Z1075907
: GA201/99/0269, GA ČR
: central limit theorem, conditionally centred random fields, composite hypotheses
(eng): We prove a central limit theorem for conditionally centered random field, under condition of strict positivity of the empirical variance per observation. We use a random normalization, which fits to non-stationary situations. The theorem directly applied to Markov random fields, including the case of phase transition and lack of stationarity. A consequence is the asymptotic normality of a statistics for testing a composite hypotheses on a parameter of Markov fields in complete generality.
: 12A
: BA