Publication details

Conference Paper (international conference)

A central limit theorem for conditionally centred random fields with an application to testing statistical hypotheses

Janžura Martin

: Limit Theorems in Probability and Statistics, p. 209-223 , Eds: Berkes I., Csáki E., Csörgö M.

: János Bolyai Mathematical Society, (Budapest 2002)

: Limit Theorems in Probability and Statistics, (Balatonlelle, HU, 28.06.1999-02.07.1999)

: CEZ:AV0Z1075907

: GA201/99/0269, GA ČR

: central limit theorem, conditionally centred random fields, composite hypotheses

(eng): We prove a central limit theorem for conditionally centered random field, under condition of strict positivity of the empirical variance per observation. We use a random normalization, which fits to non-stationary situations. The theorem directly applied to Markov random fields, including the case of phase transition and lack of stationarity. A consequence is the asymptotic normality of a statistics for testing a composite hypotheses on a parameter of Markov fields in complete generality.

: 12A

: BA