Tail Approximations for Maxima of Random Fields by Likelihood Ratio Transformations
Tail Approximations for Maxima of Random Fields by Likelihood Ratio Transformations
复制标题
通过似然比变换对随机场最大值进行尾部近似
DOI：
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发表时间：
2010
期刊：
影响因子：
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通讯作者：
N. Zhang
中科院分区：
文献类型：
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作者：
D. Siegmund;B. Yakir;N. Zhang
Yakir和Pollak（1998）处理变点问题的似然比方法，后来被推广到处理各种各样的涉及随机场极大值的问题，它的一个关键组成部分是对数似然比的条件局部极限定理，给出了一个几乎独立的“局部”σ-代数。本文包含了该定理的一般版本，并通过几个例子进行了说明。
Abstract The likelihood ratio method for dealing with change-point problems of Yakir and Pollak (1998), which has subsequently been extended to deal with a wide variety of problems involving maxima of random fields, has as a key ingredient a conditional local limit theorem for a log-likelihood ratio, given an almost independent “local” sigma-algebra. This article contains a general version of that theorem, illustrated by several examples.
影响因子：
2.7
作者：
Zhang, Nancy R.;Siegmund, David O.;Li, Jun Z.
通讯作者：
Li, Jun Z.