Zap. Nauchn. Sem. POMI, 2005, Volume 328

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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

2005, Volume 328

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General information

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Contents

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Probability and statistics. Part 9

	Student's $t$-test for Gaussian scale mixtures N. K. Bakirov, G. J. Szekely		5
	Dimensions of random recursive sets A. G. Berlinkov		20
	Distributions of functionals of diffusions with jumps A. N. Borodin		27
	A limit theorem for the position of a particle in the Lorentz model V. V. Vysotsky		42
	A Berry–Esseen type estimations for multi-sample $U$-statistics L. V. Gadasina		69
	On estimation and detection of infinite-variable function Yu. I. Ingster, I. A. Suslina		91
	Asymptotic optimality of the Bayes estimator on differentiable in quadratic mean models H. Lhéritier, R. Iasnogorodski		114
	Two families of normality tests based on Polya characterization, and their efficiency V. V. Litvinova, Ya. Yu. Nikitin		147
	The Advantage of Capitalism vs. Socialism Depends on the Criterion H. P. McKean, L. A. Shepp		160
	Large deviations for sample paths of Gaussian processes quadratic variations O. Perrin, M. Zani		169
	Small deviation probabilities for a class of distributions with a polinomial decreasing at zero L. V. Rozovskii		182
	The multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure N. V. Smorodina		191
	Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence V. N. Solev, L. Gerville-Reache		221
	Gaussian concentration in the Kantorovich metric of distributions of random variables and the quantile functions V. N. Sudakov		230
	Robust regression models definition on base of generalised method of least modules A. N. Tyrsin		236
	Stochastic integral with respect to a semi-Markov process of diffusion type B. P. Harlamov		251

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