Мартынов Г.В. Заметки о критерии
Крамера–Мизеса с оцениваемыми параметрами . Теория веро-
ятн. и ее примен., 2019, том 64, выпуск 1, 179. ( В "Тезисы докладов, представленных на Третьей Международ-
ной конференции по стохастическим методам, 3-9 июня 2018 г.")
DOI: https://doi.org/10.4213/tvp5257............................. .................... ...... ...... ...... .............. .. .........
Перевод:
G. V. Martynov. Notes on the Cram´er–vonMises test with estimated parameters.
Theory of Probability & Its Applications, 2019, Vol. 64, No. 1 (In " Society for Industrial and Applied Mathematics,
Abstracts of Talks Given at the 3rd International Conference on Stochastic Methods)
DOI. 10.1137/S0040585X97T989428
Мартынов Г.В.
Критерий согласия для гауссовости случайного процесса, "Теория вероятностей и eё применения", 2017, Том 62, Вып. 4, стр. 816-817 (Тезисы докладов, представленных на второй международной конференции по стохастическим методам.) DOI:https://doi.org/10.4213/tvp5151 .................................................................... .............................. ...... ...... ...... .........
2018 г. Перевод: G. V. Martynov. Goodness test for the Gaussianity conjecture of a random process. Theory of Probability & Its Applications, Vol. 62, No. 4, pp. 655--656, (In "Society for Industrial and Applied Mathematics" 2018, pp. 640–674) DOI.10.1137/S0040585X97T988861
Martynov G. V. Anderson-Darling and New Weighted Cramer-von Mises Statistics. "Материалы
Международной научной конференции Analitical and Computatoinal Methods in Prjbability Theory and its Applications (ACMPT-2017), МГУ_РУДН", 2017, стр.295-300 (printed: Типография РУДН)
Москва, 23–27 октября 2017, МГУ-РУДН
Martynov G. A Cramer-von Mises test for Gaussian processes, in: Mathematical Statistics and Limit Theorems, Festschrift in honor of Paul Deheuvels. Springer Verlag, 2015, p 209-229
doi 10.1007/978-3-319-12442-1
Martynov G. Durbin–Knott Components and Transformations of the Cramer-von Mises Test, in: Statistical models and methods for reliability and survival analysis. In honor of M.S. Nikulin. Ch. 8. L. : ISTE, Wiley, 2014, 111-123. https://doi.org/10.1002/9781118826805.ch8
Martynov G. V. (2013) Martynov G. V. Cramér–von Mises test for Gauss processes. Advanced Finance and Statistics. (International Conference “Advanced Finance and Stochastics” was held on June
24–28, 2013 at Steklov Mathematical Institute in Moscow, Russia.) pp. 65-66
Martynov G. Cramér-von-Mises test for and Durbin-Knott components. Conference on Stochastic Models and Their Applications, 22-24 August, 2011, Faculty of Informatics, University Debrecen, Debrecen, Hungary, 2011, P. 50.
Мартынов Г.В. (2011) O компонентах Дурбина-Нотта для статистик омега-квадрат. “Обозрение прикладной и промышленной математики (раздел: XII Всероссийский симпозиум по прикладной и промышленной математике)”, Москва, том 18,649-651
Martynov, G.V. Cramer-von Mises test and Durbin-Knott components [Электронный ресурс] Международная математическая конференция «50 лет ИППИ». Москва, 25-29 июля 2011: сб. трудов. М.: ИППИ РАН, 2011. – 1 электрон.-опт. диск (CD-ROM).
Martynov G. Weighted Cramer-von Mises test with estimated parameters. “Communications in Statistics-Theory and Methods”, 2011 V. 40. Issue 19-20. P. 3569- 3586.
Gennadi Martynov. Multivariate version of the Cramer-von Mises statistics. 2010. Abstracts of “Workshop in Probability Theory and Mathematical Statistics, 30 Nov.-1 Dec. 2010”, Wellington, Wellington University, New Zealand 1 p
G. Martynov Karhunen-Loeve decomposition for Gauss process connected with Cramer-von Mises tests. 2010. Abstracts of “Modern Stochastics: Theory and Applications II “, Kiev, Ukraine, 2010., 2p
G.V. Martynov, Multivariable Goodness Tests and Approximation
of the Residues of Quadratic FormsAutom. Remote Control, 71:7 (2010), 1346–1357
doi.org/10.1134/S0005117910 Перейти к публикации
Г. В. Мартынов, “Многомерные критерии согласия и аппроксимация остатков квадратичных форм”, Автомат. и телемех., 2010, № 7, 70–82 ( mathnet mathscinet zmath) ........................................................................................... http://www.mathnet.ru/links/faa936127be9bdba2868fbfa5bfc5c01/at848.pdf........................................................................................... Aнгл. пер.: G. V. Martynov, “Multivariable goodness tests and approximation of the residues of quadratic forms”, Autom. Remote Control, 71:7 (2010), 1346–1357 (isi scopus) .............................. ....... ........ ........ ........ ........ ......... ....... ....
https://link.springer.com/content/pdf/10.1134%2FS0005117910070088.pdf Перейти к публикации
Критерии согласия для распределений Вейбулла -Гнеденко и Парето. “Обозрение прикладной и промышленной математики (раздел: IX Всероссийский симпозиум по прикладной и промышленной математике)”, Москва, том 16, вып. 4, стр. 681-682
Cramér-von-Mises test for the Weibull and Pareto Distributions, Abstracts of the International Conference “Probability and Statistics with Applications”, 2009, Debrecen, Hungary, 43-44.
Моменты предельных распределений статистик Крамера-Мизеса и связанных с ними квадратичных форм. “Обозрение прикладной и промышленной математики (раздел: IX Всероссийский симпозиум по прикладной и промышленной математике)”, Москва, том 15, вып. 3, стр. 501-502
«Многомерные критерии согласия и аппроксимация остатков квадратичных форм». Труды международной конференции “Многомерный статистический анализ”, Ереван, 123-125
Deheuvels, P., Martynov G. A Karhunen-Loeve decomposition of a Gaussian process generated by independent pairs of exponential random variables, Journal of Functional Analysis, , 2008, V. 255 (9), 2363-2394 .
. Применение критерия Крамера-Мизеса к модели Раша. “Обозрение прикладной и промышленной математики (раздел: 14-я Всероссийская Школа-коллоквиум по стохастическим методам)”, Москва, 2007, том 14, вып. 3, стр. 501-502.
Goodness of fit test and latent distribution estimation in the mixed Rasch model. “Communications in Statistics-Theory and Methods”, vol. 35, 2006, p. 921-935. (With Mesbah M.) ..................................... .............................. http://www.lsta.upmc.fr/mesbah/Articles/Martynov_Mesbah.pdf Перейти к публикации
Weighted Cramér-von-Mises test with estimated parameters. “Материалы международной конференции LAD’2004: Longevty, Aging and Degradation Models”. Том 2, Санкт-Петербург, 2004, стр. 207-222
Deheuvels, P., Martynov G. Karhunen-Loève expansions for weighted Wiener processes and Brownian bridges via Bessel functions. Progress in Probability, 2003, V. 55, pp. 57-93. Birkhäuser Verlag, Basel/Switzerland.
One defect of the goodness-of-fit tests based on the empirical process. "Kolmogorov and contemporary mathematics. Abstracts" , Moscow, 2003, Moscow State University, pp. 495-496
Testing for mixed Rasch model and estimation of its latent distribution. "Rapport technique - ISRN: UBS-SABRES (Statistique Appliquue Brutagne - Sud)" , Mars 2002. (With M. Mesbach)
Cramér-von Mises test for the Gauss process on [0,1]. " International Workshop GOF2000 on Goodness-of-fit Test and Validity of Models" , Paris, 2000, p. 102
Cramér-von Mises goodness-of-fit test for logistic distribution. "XXIXe JournVes de Statistique" , Carcassonne, 26-30 mai 1997, 456-459. ( With Hosine M.E., in French)
Deheuvels, P., Martynov G. Cramer-von-Mises-type tests with applications to test of independence for multivariate extreme-value distributions. "Communications in Statistics-Theory and Methods", 1996, V. 25, № 4, pp. 871-908
Г. В. Мартынов, “Статистические критерии, основанные на эмпирических процессах, и связанные с ними вопросы”, Итоги науки и техн. Сер. Теор. вероятн. Мат. стат. Теор. кибернет., 30 (1992), 3–112 ( mathnet mathscinet zmath) ....................
Translated to English
G. V. Martynov, “Statistical tests based on empirical processes and related questions”, J. Soviet Math., 61:4 (1992), 2195–2271 Перейти к публикации
The generalization of omega square goodness-of-fit tests. "XXXIII Semester on Robustness and Nonparametric Statistics" , March 1-May 31, 1989, Stefan Banach International Center, Warsaw, Part II , pp. 144-146
Г. В. Мартынов, “Вероятностно-статистические программы из «Applied Statistics»”, Итоги науки и техн. Сер. Теор. вероятн. Мат. стат. Теор. кибернет., 26 (1988), 151–203 (mathnet mathscinet zmath) ...............................................
http://www.mathnet.ru/links/feae10db092257dd92419d135ce2c544/intv71.pdf .................................... ......... ....... ........ ........
Translated to English:
1990. G. V. Martynov, “Probabilistic-statistical programs from “Applied Statistics””, J. Soviet Math., 50:3 (1990), 1643–1684
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https://link.springer.com/content/pdf/10.1007%2FBF01096290.pdf Перейти к публикации
Algorithms for the computing of probability distributions. "Reliability and Effectiveness in Technique. Handbook" , V. II , Chapter 6, 1987, "Mashinostroenie", pp. 251-273
Algorithms for the computing of probability distributions. "Reliability and Effectiveness in Technique. Handbook" , V. II , Chapter 6, 1987, "Mashinostroenie", pp. 251-273
On the evaluation of the multivariate normal integral. "The first international Bernoully congress on mathematical statistics and probability theory" , V. 2 , 1986, Moscow, "Nauka", p. 521
Computing of the distribution for the ratio of two quadratic forms in normal variates. "Statistical Methods for Estimation and hypotheses testing" , 1986, Perm, "Permian University"
The transforming of the multivariate normal integral to finite sum of the repeating integrals. "XIX Colloquium on Probability Theory and Mathematical Statistics. Bakuriani" , Tbilisi, "Mezniereba", 1986
Computing of the normal, F-, T- and Chi- square distributions and their quantiles. "III Sci. and Tech. Conf. on Applications of the Multivariate Statistical Analysis in Econ. and Quality Prod.Estimation" , V. II , 1985, Tartu
The Gaussity test for random processes with estimated parameters. "Fourth international Vilnius conference on probability theory and mathematical statistics" , V. II , 1985, Vilnius, pp. 149-150
Estimating of an error arising in functionals with using the empirical distribution. "Random Analysis and Asymptotic Problems in Probability Theory and Mathematical Statistics" , 1984, Tbilisi,"Mezniereba"
Computing of the distribution for the ratio of two quadratic forms. "XVIII Colloquium on Probability Theory and Mathematical Statistics. Bakuriani" , Tbilisi, "Tbilisian University", 1984
Programs for computing of the multivariate normal distribution. "Proc. of II School "Programs and Algorithms for the Multivariate Statistical Analysis. Zachkadzor" , 1983, Yerewan. (With coautor)