Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
30.03.1952
Keywords: theory of probability,
theory of random processes,
mathematical ststistics,
mathematical analysis.
Subject:
Some optimal inequalities for c.d.f.'s of quadratic forms of centered Gaussian random variables and for c.d.f.'s of some other nonlinear functions of random variables are obtained. Second terms in asymptotic expansions for c.d.f.'s of integral functionals and functionals of supremum type of random walk are obtained. Procedures for testing nonparametric hypotheses for multivariate data are suggested.
Main publications:
N.K. Bakirov, “Teoremy sravneniya dlya funktsii raspredeleniya kvadratichnykh form ot gaussovskikh velichin”, Teoriya veroyatnostei i ee primeneniya, 40:2 (1995), 404–412
N.K. Bakirov, “Utochnenie asimptotiki v printsipe invariantnosti Donskera–Prokhorova dlya integralnykh funktsionalov”, Teoriya veroyatnostei i ee primeneniya, 40:4 (1995), 705–730
N.K. Bakirov, “Lokalnaya asimptoticheskaya normalnost dlya gaussovskikh statsionarnykh posledovatelnostei s vyrozhdayuscheisya spektralnoi plotnostyu”, Problemy peredachi informatsii, 32:2 (1996), 68–76
N.K. Bakirov, “An extremal property of the binomial distribution”, Mathematical Methods of Statistics, 2:2 (1993), 165–170
N.K. Bakirov, “Testing nonparametric hypothesis for random processes”, Probability theory and mathematical statistics, Proc. Sixth USSR-Japan Symp. (Kiev, Aug. 1991), World Sci. Publ., River Edge, NJ, 1992, 1–4