Statistical methods of search for coordinate set on which a~random vector has bans
Prikladnaâ diskretnaâ matematika, no. 2 (2015), pp. 5-20

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A stationary sequence of random vectors of length $L$ with the distribution of a random vector $\xi$ is observed. Coordinates of vectors in it take values in a finite set. The following hypothesis is considered: there is a set $\Theta\subset\{1,\dots,L\}$ such that the subvector $\xi_\Theta$ (being the projection of $\xi$ onto coordinates with numbers in $\Theta$) has the distribution of a given random vector $\eta$ with the distribution having bans. A concordance criterion is constructed by the analysis of an empirical distribution bans. In the case of the hypothesis validity (a priori), three algorithms to search for a part of $\Theta$ are proposed. They work under various portions of the information about the random vector $\eta$ distribution.
Keywords: statistical test
Mots-clés : bans of distributions.
@article{PDM_2015_2_a0,
     author = {O. V. Denisov},
     title = {Statistical methods of search for coordinate set on which a~random vector has bans},
     journal = {Prikladna\^a diskretna\^a matematika},
     pages = {5--20},
     publisher = {mathdoc},
     number = {2},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/PDM_2015_2_a0/}
}
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O. V. Denisov. Statistical methods of search for coordinate set on which a~random vector has bans. Prikladnaâ diskretnaâ matematika, no. 2 (2015), pp. 5-20. http://geodesic.mathdoc.fr/item/PDM_2015_2_a0/