Zap. Nauchn. Sem. POMI, 2002, Volume 294

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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2002, Volume 294

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General information

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Contents

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Probability and statistics. Part 5

	Statistical analysis of the generalised linear proportional Hazards model V. Bagdonavičius, M. A. Hafdi, K. E. Himdi, M. Nikulin		5
	Characterization of Elliptic Distributions Ya. I. Belopol'skaya, V. È. Volkovich, L. B. Klebanov		19
	On diffusions with identical bridges A. N. Borodin		29
	On distributions of functionals of Brownian motion stopped at the moment inverse to a linear combination of local times A. N. Borodin		43
	On distributions of additive functionals of Brownian motion stopped at the different random moments I. V. Vagurina		55
	An estimate of the tail of the destribution for normolized and self-normolized sums V. A. Egorov		77
	On detection of a signal of known shape in multi-channel system Yu. I. Ingster, I. A. Suslina		88
	Martingale approach to the coupon collection problem N. D. Kan		113
	Estimation of probability characteristics by generalized bernstein polynomials J. W. Lee, G. L. Shevlyakov, N. O. Vilshevskii		127
	Two criteria of goodness of fit for Cauchy distributions based on characterizations V. V. Litvinova		139
	One property of Student's distribution on two degrees of freedom V. B. Nevzorov		148
	On the growth of sums of independent random variables V. V. Petrov		158
	Limit theorems for large derivations of sums of independent random variables with common distribution function from the domain of attraction of the normal law L. V. Rozovskii		165
	Uniform in dimension estimations of the scatter of distributions of Gaussian random functionals for some classes of multivariate measures V. N. Sudakov		194
	On probabilities of moderate deviations of sums of independent random variables A. N. Frolov		200
	Absolute continuity of measures in the class of semi-Markov processes of diffusion type B. P. Harlamov		216
	Bahadur efficiency and local optimality of a test for the exponentiality based on the Moran statistics A. V. Tchirina		245

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