Persons
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
 
Ermakov, Michael Sergeevich

Statistics Math-Net.Ru
Total publications: 42
Scientific articles: 41
Presentations: 8

Number of views:
This page:3098
Abstract pages:10333
Full texts:3046
References:896
Professor
Doctor of physico-mathematical sciences (1992)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 25.12.1952
E-mail: ,
Keywords: mathematical statistics; inverse problems; asymptotic methods of statistics; nonparametric hypothesis testing; large deviations; sequential estimation; sufficient statistics.

Subject:

The asymptotic structure of nonregular statistical experiments was investigated. The structure of minimal sufficient statistics was studied in multivariate case and in the case of discontinuous densities. The asymptotically minimax estimators have been found in deconvolution problems. The relation of rates of convergence in minimax and Bayes settings has been investigated. The optimality of rates of convergence of Tikhonov regularizing algorithm has been shown in stochastic setting. The necessary and sufficient conditions of distinguishability of sets of hypothesis and alternatives in $L_2$ was obtained. The asymptotically minimax tests were obtained in the problem of testing hypothesis in $L_2$ if the sets of alternatives are ellipsoid in $L_2$ with the balls in $L_2$ deleted. The asymptotic minimaxity of tests of Kolmogorov, omega-squared and chi-squared types was proved under natural nonparametric sets of alternatives. The lower bounds for probabilities of large deviations of tests and estimators were proved under assumptions that almost can not be improved.

Biography

Graduated from Faculty of Mathematics and Mechanics of Leningrad State University (LSU) in 1976 (department of theory of probability and mathematical statistics). Ph.D. thesis was defended in 1979. D.Sci. thesis was defended in 1992. A list of my works contains more than 40 titles.

   
Main publications:
  • Ermakov M. S. On distinguishability of two nonparametric sets of hypothesis // Statist. Probab. Lett., 2000, v. 48, p. 275–282.
  • Ermakov M. S. Minimax estimation in a deconvolution problem // J. of Phys. Ser. A Math. Gen., 1992, v. 25, p. 1273–1282.

https://www.mathnet.ru/eng/person17949
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/212415

Publications in Math-Net.Ru Citations
2023
1. M. S. Ermakov, D. Yu. Kapatsa, “On uniform consistency of Neyman's type nonparametric tests”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 10:2 (2023),  212–225  mathnet; Vestn. St. Petersbg. Univ., Math., 10:2 (2023), 212–225
2. M. S. Ermakov, “On uniform consistency of nonparametric tests”, Zap. Nauchn. Sem. POMI, 526 (2023),  78–89  mathnet
3. M. S. Ermakov, “Local asymptotic normality of likelihood ratio in moderate deviation zone”, Zap. Nauchn. Sem. POMI, 525 (2023),  71–85  mathnet
2022
4. M. S. Ermakov, “Nonparametric signal detection with small values of type I and type II error probabilities”, Zap. Nauchn. Sem. POMI, 510 (2022),  124–142  mathnet
2021
5. M. S. Ermakov, “Chi-squared test for testing of homogeneity”, Zap. Nauchn. Sem. POMI, 501 (2021),  160–180  mathnet
2020
6. M. S. Ermakov, “On uniform consistency of nonparametric tests. II”, Zap. Nauchn. Sem. POMI, 495 (2020),  147–176  mathnet 2
2019
7. M. S. Ermakov, “On uniform consistency of nonparametric tests”, Zap. Nauchn. Sem. POMI, 486 (2019),  98–147  mathnet 1
2018
8. M. S. Ermakov, “On asymptotically minimax detection of signal in Gaussian white noise”, Zap. Nauchn. Sem. POMI, 474 (2018),  124–138  mathnet 2
2017
9. M. S. Ermakov, “On minimax nonparametric estimation on maxisets”, Zap. Nauchn. Sem. POMI, 466 (2017),  120–133  mathnet 1
2016
10. M. S. Ermakov, “On moderate deviation probabilities of empirical probability measures for contiguous probability measures”, Zap. Nauchn. Sem. POMI, 454 (2016),  112–120  mathnet  mathscinet; J. Math. Sci. (N. Y.), 229:6 (2018), 671–677  scopus
2015
11. M. S. Ermakov, “On conistent hypothesis testing”, Zap. Nauchn. Sem. POMI, 442 (2015),  48–74  mathnet  mathscinet; J. Math. Sci. (N. Y.), 225:5 (2017), 751–769 4
2014
12. M. S. Ermakov, “Asymptotically efficient importance sampling for the bootstrap”, Zap. Nauchn. Sem. POMI, 431 (2014),  82–96  mathnet  mathscinet; J. Math. Sci. (N. Y.), 214:4 (2016), 474–483  scopus 1
2013
13. M. S. Ermakov, “On asymptotically efficient statistical inference on a signal parameter”, Zap. Nauchn. Sem. POMI, 420 (2013),  70–87  mathnet; J. Math. Sci. (N. Y.), 206:2 (2015), 159–170  scopus
14. M. S. Ermakov, “Large Deviation Principle for moderate deviation probabilities of empirical bootstrap measure”, Zap. Nauchn. Sem. POMI, 412 (2013),  138–180  mathnet  mathscinet; J. Math. Sci. (N. Y.), 204:1 (2015), 90–115  scopus 3
2012
15. S. V. Bulyarskii, L. N. Vostretsova, M. S. Ermakov, “Determination of energy parameters of electronic states in semiconductor carbon nanotubes”, University proceedings. Volga region. Physical and mathematical sciences, 2012, no. 4,  205–213  mathnet
2008
16. M. S. Ermakov, “Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities”, Probl. Peredachi Inf., 44:2 (2008),  54–74  mathnet  mathscinet; Problems Inform. Transmission, 44:2 (2008), 119–137  isi  scopus 2
2007
17. M. S. Ermakov, “On semiparametric inference in moderate deviation zone”, Zap. Nauchn. Sem. POMI, 351 (2007),  129–140  mathnet; J. Math. Sci. (N. Y.), 152:6 (2008), 869–874  scopus 3
2006
18. M. S. Ermakov, “Importance sampling for simulation of large and moderate deviation probabilities of tests and estimators”, Teor. Veroyatnost. i Primenen., 51:2 (2006),  319–332  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 51:2 (2007), 279–290  isi  scopus 3
2004
19. M. S. Ermakov, “Minimax detection of signal in weighted Gaussian white noise”, Zap. Nauchn. Sem. POMI, 320 (2004),  54–68  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 137:1 (2006), 4516–4524 6
2003
20. M. S. Ermakov, “On asymptotically efficient statistical inference for moderate deviation probabilities”, Teor. Veroyatnost. i Primenen., 48:4 (2003),  676–700  mathnet  mathscinet  zmath; Theory Probab. Appl., 48:4 (2004), 622–641  isi 11
21. M. S. Ermakov, “On large deviations of type II error probabilities of Kolmogorov and omega-squared tests”, Zap. Nauchn. Sem. POMI, 298 (2003),  80–110  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 128:1 (2005), 2538–2555
2001
22. M. S. Ermakov, “Probabilities of large deviations in Banach spaces”, Zap. Nauchn. Sem. POMI, 278 (2001),  86–111  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 118:6 (2003), 5555–5569 2
1999
23. M. S. Ermakov, “On the Lower Bound of the Exact Asymptotics for the Large-Deviation Probabilities of Statistical Estimates”, Probl. Peredachi Inf., 35:3 (1999),  54–66  mathnet  mathscinet  zmath; Problems Inform. Transmission, 35:3 (1999), 236–247 1
24. M. S. Ermakov, “On Bayes sequential estimation of location parameter of unsmooth density”, Zap. Nauchn. Sem. POMI, 260 (1999),  130–154  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 109:6 (2002), 2122–2140
1997
25. M. S. Ermakov, “Asymptotic minimaxity of chi-square tests”, Teor. Veroyatnost. i Primenen., 42:4 (1997),  668–695  mathnet  mathscinet  zmath; Theory Probab. Appl., 42:4 (1998), 589–610  isi 20
1996
26. M. S. Ermakov, “Asymptotically Minimax Criteria for Testing Complex Nonparametric Hypotheses”, Probl. Peredachi Inf., 32:2 (1996),  54–67  mathnet  mathscinet  zmath; Problems Inform. Transmission, 32:2 (1996), 184–196 3
1995
27. M. S. Ermakov, “Asymptotic minimaxity of tests of the Kolmogorov and omega-square types”, Teor. Veroyatnost. i Primenen., 40:1 (1995),  54–67  mathnet  mathscinet  zmath; Theory Probab. Appl., 40:1 (1995), 41–51  isi 8
1994
28. M. S. Ermakov, “Minimax nonparametric testing of hypotheses on the distribution density”, Teor. Veroyatnost. i Primenen., 39:3 (1994),  488–512  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:3 (1994), 396–416  isi 8
29. M. S. Ermakov, “On lower bounds of probabilities of moderate and Cramér type large deviations of tests and estimators”, Zap. Nauchn. Sem. POMI, 216 (1994),  52–61  mathnet  mathscinet  zmath; J. Math. Sci. (New York), 88:1 (1998), 36–42 1
1993
30. M. S. Ermakov, “Large deviations for empirical probability measures and statistical tests”, Zap. Nauchn. Sem. POMI, 207 (1993),  37–59  mathnet  mathscinet  zmath; J. Math. Sci., 81:1 (1996), 2379–2393 7
1990
31. M. S. Ermakov, “Minimax detection of a signal in Gaussian white noise”, Teor. Veroyatnost. i Primenen., 35:4 (1990),  704–715  mathnet  mathscinet  zmath; Theory Probab. Appl., 35:4 (1990), 667–679  isi 50
32. M. S. Ermakov, “Minimax Hypothesis Testing About Spectral Density”, Zap. Nauchn. Sem. LOMI, 184 (1990),  115–125  mathnet  mathscinet  zmath; J. Math. Sci., 68:4 (1994), 475–483 1
1989
33. M. S. Ermakov, “Minimax Estimation of the Solution of ill-Posed Convolution Type Problem”, Probl. Peredachi Inf., 25:3 (1989),  28–39  mathnet  mathscinet  zmath; Problems Inform. Transmission, 25:3 (1989), 191–200 4
34. M. S. Ermakov, “Asymptotically Efficient Sequential Estimation of the Location Parameter of Non-Smooth Densities”, Teor. Veroyatnost. i Primenen., 34:3 (1989),  479–490  mathnet  mathscinet  zmath; Theory Probab. Appl., 34:3 (1989), 430–440  isi
1988
35. M. S. Ermakov, “On Asymptotically Optimal Equivariant Sequential Estimation of Location Parameter for a Smooth Density”, Teor. Veroyatnost. i Primenen., 33:2 (1988),  323–335  mathnet  mathscinet  zmath; Theory Probab. Appl., 33:2 (1988), 304–315  isi 1
36. M. S. Ermakov, “Asymptotically minimax criteria for testing non-parametric hypotheses on the probability density”, Zap. Nauchn. Sem. LOMI, 166 (1988),  44–53  mathnet  zmath
1984
37. M. S. Ermakov, “On sufficient statistics for families of distribution with variable support”, Zap. Nauchn. Sem. LOMI, 136 (1984),  27–47  mathnet  mathscinet  zmath
1981
38. M. S. Ermakov, “On the rank of necessary and sufficient statistics for a sample of multivariate distributions”, Zap. Nauchn. Sem. LOMI, 108 (1981),  57–71  mathnet  mathscinet  zmath; J. Soviet Math., 25:3 (1984), 1146–1154
1980
39. M. S. Ermakov, “About properties of some random processes arising in the theory of statistical estimation”, Zap. Nauchn. Sem. LOMI, 98 (1980),  48–60  mathnet  mathscinet  zmath; J. Soviet Math., 21:1 (1983), 31–39
40. M. S. Ermakov, “On a sufficient statistics for families of distributions with variable support of density. I”, Zap. Nauchn. Sem. LOMI, 97 (1980),  62–82  mathnet  mathscinet  zmath; J. Soviet Math., 24:5 (1984), 521–536 1
1977
41. M. S. Ermakov, “Asymptotic behavior of statistical estimates of parameters for multidimensional discontinuities density”, Zap. Nauchn. Sem. LOMI, 74 (1977),  83–107  mathnet  mathscinet  zmath; J. Soviet Math., 34:1 (1986), 1413–1427 2

2009
42. S. V. Bulyarskii, M. S. Ermakov, “The effect of gamma-ray irradiation on the properties of GaAs-based p-n junctions”, University proceedings. Volga region. Physical and mathematical sciences, 2009, no. 3,  133–137  mathnet

Presentations in Math-Net.Ru
1. Различимость сближающихся гипотез
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
March 1, 2024 18:00
2. О состоятельности непараметрических критериев при непараметрических альтернативах
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
November 11, 2022 18:00
3. On consistency of nonparametric tests
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
April 12, 2019 18:00
4. О наибольших множествах в задачах непараметрической статистики (окончание)
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
November 10, 2017 18:00
5. О наибольших множествах в задачах непараметрической статистики
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
November 3, 2017 18:00
6. О состоятельной проверке гипотез
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
February 14, 2014 18:00
7. О вычислении малых вероятностей распределений статистик и бутстрап статистик
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
March 15, 2013 18:00
8. On asymptotically efficient confidence estimation
M. S. Ermakov
Seminar on Probability Theory and Mathematical Statistics
March 18, 2011 18:00

Organisations
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024