On the distribution of the stationary point of significance level for empirical distribution function

被引：0

作者：

Kislitsyn, A. A. ^{[1
]}

Orlov, Yu. N. ^{[1
,2
]}

Moltchanov, D. A. ^{[3
,4
]}

Samuylov, A. K. ^{[3
,4
]}

Chukarin, A. V. ^{[3
]}

Gaidamaka, Yu. V. ^{[3
,5
]}

机构：

[1] RAS, Keldysh Inst Appl Math, Dept Kinet Equat, Moscow, Russia

[2] Peoples Friendship Univ Russia RUDN Univ, Dept Appl Probabil & Informat, Moscow, Russia

[3] Peoples Friendship Univ Russia RUDN Univ, Appl Probabil & Informat Dept, Moscow, Russia

[4] Tampere Univ Technol, Lab Elect & Commun Engn, Tampere, Finland

[5] Fed Res Ctr Comp Sci & Control, Inst Informat Problems, Moscow, Russia

来源：

2018 10TH INTERNATIONAL CONGRESS ON ULTRA MODERN TELECOMMUNICATIONS AND CONTROL SYSTEMS AND WORKSHOPS (ICUMT 2018): EMERGING TECHNOLOGIES FOR CONNECTED SOCIETY | 2018年

关键词：

D2D communications; non-stationary distribution function; significance level; stationary point; Chernoff equivalence;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider empirical distribution functions of nonstationary time-series, depending on set length. The local selfconsistent significance level is introduced. The class of timeseries, for which the distribution function of significance level is stationary, is considered. For example, the signal-to-interference ratio for random walking subscribers in D2D model of wireless connection belongs to this class of random processes. We introduce also the so-called Chernoff equivalence of the self-consistent significance level and derive the formula of averaging levels for various sets.

引用

页数：5

共 50 条

[1] Bootstrapping the empirical distribution of a stationary process with change-point
El Ktaibi, Farid
Ivanoff, B. Gail
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2019, 13 (02): : 3572 - 3612
[2] DISTRIBUTION FUNCTION - MOMENT RELATIONSHIPS IN A STATIONARY POINT PROCESS
CRAMER, H
LEADBETT.MR
SERFLING, RJ
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1971, 18 (01): : 1 - &
[3] THE EMPIRICAL STATIONARY DISTRIBUTION FUNCTION OF MARKOVIAN CORRELATED RANDOM SEQUENCES
SCHREIBER, F
[J]. AEU-ARCHIV FUR ELEKTRONIK UND UBERTRAGUNGSTECHNIK-INTERNATIONAL JOURNAL OF ELECTRONICS AND COMMUNICATIONS, 1987, 41 (05): : 257 - 263
[4] On estimators of the nearest neighbour distance distribution function for stationary point processes
Stoyan, Dietrich
[J]. METRIKA, 2006, 64 (02) : 139 - 150
[5] On Estimators of the Nearest Neighbour Distance Distribution Function for Stationary Point Processes
Dietrich Stoyan
[J]. Metrika, 2006, 64 : 139 - 150
[6] Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process
Ivanoff, B. Gail
Weber, Neville C.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (09) : 2765 - 2782
[7] THE LIMIT DISTRIBUTION OF THE CONCAVE MAJORANT OF AN EMPIRICAL DISTRIBUTION DISTRIBUTION FUNCTION
WANG, YZ
[J]. STATISTICS & PROBABILITY LETTERS, 1994, 20 (01) : 81 - 84
[8] Empirical likelihood of the distribution function in the finite point under φ-mixing samples
Lu, Weixue
Yang, Shijuan
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020, 49 (10) : 2533 - 2545
[9] An Empirical Mass Function Distribution
Murray, S. G.
Robotham, A. S. G.
Power, C.
[J]. ASTROPHYSICAL JOURNAL, 2018, 855 (01):
[10] THE ADMISSIBILITY OF THE EMPIRICAL DISTRIBUTION FUNCTION
COHEN, MP
KUO, L
[J]. ANNALS OF STATISTICS, 1985, 13 (01): : 262 - 271

← 1 2 3 4 5 →