Statistics of Individual Tests for Market Graph Identification in Market Network
- 10.2991/ahcs.k.191206.009How to use a DOI?
- random variables network, network structure, multiple decision statistical procedure, individual test, robustness of significance level, robustness of power function
The concept of random variables network used to model the complex system of random nature is discussed. The problem of threshold graph identification to network analysis of the complex system is considered as multiple decision statistical procedure. The properties of robustness of different tests for testing individual hypotheses for threshold graph identification are investigated by simulations.
- © 2019, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Petr Koldanov PY - 2019 DA - 2019/12/12 TI - Statistics of Individual Tests for Market Graph Identification in Market Network BT - Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019) PB - Atlantis Press SP - 50 EP - 55 SN - 2589-4900 UR - https://doi.org/10.2991/ahcs.k.191206.009 DO - 10.2991/ahcs.k.191206.009 ID - Koldanov2019 ER -