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Ermakov Michael Sergeevich

Publications in Math-Net.Ru

  1. On tests of Neyman type for testing composite nonparametric hypothesis

    Zap. Nauchn. Sem. POMI, 535 (2024),  120–140
  2. On uniform consistency of Neyman's type nonparametric tests

    Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 10:2 (2023),  212–225
  3. On uniform consistency of nonparametric tests

    Zap. Nauchn. Sem. POMI, 526 (2023),  78–89
  4. Local asymptotic normality of likelihood ratio in moderate deviation zone

    Zap. Nauchn. Sem. POMI, 525 (2023),  71–85
  5. Nonparametric signal detection with small values of type I and type II error probabilities

    Zap. Nauchn. Sem. POMI, 510 (2022),  124–142
  6. Chi-squared test for testing of homogeneity

    Zap. Nauchn. Sem. POMI, 501 (2021),  160–180
  7. On uniform consistency of nonparametric tests. II

    Zap. Nauchn. Sem. POMI, 495 (2020),  147–176
  8. On uniform consistency of nonparametric tests

    Zap. Nauchn. Sem. POMI, 486 (2019),  98–147
  9. On asymptotically minimax detection of signal in Gaussian white noise

    Zap. Nauchn. Sem. POMI, 474 (2018),  124–138
  10. On minimax nonparametric estimation on maxisets

    Zap. Nauchn. Sem. POMI, 466 (2017),  120–133
  11. On moderate deviation probabilities of empirical probability measures for contiguous probability measures

    Zap. Nauchn. Sem. POMI, 454 (2016),  112–120
  12. On conistent hypothesis testing

    Zap. Nauchn. Sem. POMI, 442 (2015),  48–74
  13. Asymptotically efficient importance sampling for the bootstrap

    Zap. Nauchn. Sem. POMI, 431 (2014),  82–96
  14. On asymptotically efficient statistical inference on a signal parameter

    Zap. Nauchn. Sem. POMI, 420 (2013),  70–87
  15. Large Deviation Principle for moderate deviation probabilities of empirical bootstrap measure

    Zap. Nauchn. Sem. POMI, 412 (2013),  138–180
  16. Determination of energy parameters of electronic states in semiconductor carbon nanotubes

    University proceedings. Volga region. Physical and mathematical sciences, 2012, no. 4,  205–213
  17. Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities

    Probl. Peredachi Inf., 44:2 (2008),  54–74
  18. On semiparametric inference in moderate deviation zone

    Zap. Nauchn. Sem. POMI, 351 (2007),  129–140
  19. Importance sampling for simulation of large and moderate deviation probabilities of tests and estimators

    Teor. Veroyatnost. i Primenen., 51:2 (2006),  319–332
  20. Minimax detection of signal in weighted Gaussian white noise

    Zap. Nauchn. Sem. POMI, 320 (2004),  54–68
  21. On asymptotically efficient statistical inference for moderate deviation probabilities

    Teor. Veroyatnost. i Primenen., 48:4 (2003),  676–700
  22. On large deviations of type II error probabilities of Kolmogorov and omega-squared tests

    Zap. Nauchn. Sem. POMI, 298 (2003),  80–110
  23. Probabilities of large deviations in Banach spaces

    Zap. Nauchn. Sem. POMI, 278 (2001),  86–111
  24. On the Lower Bound of the Exact Asymptotics for the Large-Deviation Probabilities of Statistical Estimates

    Probl. Peredachi Inf., 35:3 (1999),  54–66
  25. On Bayes sequential estimation of location parameter of unsmooth density

    Zap. Nauchn. Sem. POMI, 260 (1999),  130–154
  26. Asymptotic minimaxity of chi-square tests

    Teor. Veroyatnost. i Primenen., 42:4 (1997),  668–695
  27. Asymptotically Minimax Criteria for Testing Complex Nonparametric Hypotheses

    Probl. Peredachi Inf., 32:2 (1996),  54–67
  28. Asymptotic minimaxity of tests of the Kolmogorov and omega-square types

    Teor. Veroyatnost. i Primenen., 40:1 (1995),  54–67
  29. Minimax nonparametric testing of hypotheses on the distribution density

    Teor. Veroyatnost. i Primenen., 39:3 (1994),  488–512
  30. On lower bounds of probabilities of moderate and Cramér type large deviations of tests and estimators

    Zap. Nauchn. Sem. POMI, 216 (1994),  52–61
  31. Large deviations for empirical probability measures and statistical tests

    Zap. Nauchn. Sem. POMI, 207 (1993),  37–59
  32. Minimax detection of a signal in Gaussian white noise

    Teor. Veroyatnost. i Primenen., 35:4 (1990),  704–715
  33. Minimax Hypothesis Testing About Spectral Density

    Zap. Nauchn. Sem. LOMI, 184 (1990),  115–125
  34. Minimax Estimation of the Solution of ill-Posed Convolution Type Problem

    Probl. Peredachi Inf., 25:3 (1989),  28–39
  35. Asymptotically Efficient Sequential Estimation of the Location Parameter of Non-Smooth Densities

    Teor. Veroyatnost. i Primenen., 34:3 (1989),  479–490
  36. On Asymptotically Optimal Equivariant Sequential Estimation of Location Parameter for a Smooth Density

    Teor. Veroyatnost. i Primenen., 33:2 (1988),  323–335
  37. Asymptotically minimax criteria for testing non-parametric hypotheses on the probability density

    Zap. Nauchn. Sem. LOMI, 166 (1988),  44–53
  38. On sufficient statistics for families of distribution with variable support

    Zap. Nauchn. Sem. LOMI, 136 (1984),  27–47
  39. On the rank of necessary and sufficient statistics for a sample of multivariate distributions

    Zap. Nauchn. Sem. LOMI, 108 (1981),  57–71
  40. About properties of some random processes arising in the theory of statistical estimation

    Zap. Nauchn. Sem. LOMI, 98 (1980),  48–60
  41. On a sufficient statistics for families of distributions with variable support of density. I

    Zap. Nauchn. Sem. LOMI, 97 (1980),  62–82
  42. Asymptotic behavior of statistical estimates of parameters for multidimensional discontinuities density

    Zap. Nauchn. Sem. LOMI, 74 (1977),  83–107

  43. The effect of gamma-ray irradiation on the properties of GaAs-based p-n junctions

    University proceedings. Volga region. Physical and mathematical sciences, 2009, no. 3,  133–137


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