Statistics of Individual Tests for Market Graph Identification in Market Network
P. A. Koldanov · 2019
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.Index Terms-random variables network, network structure, multiple decision statistical procedure, individual test, robustness of significance level, robustness of power function 1 π arcsin ρ 0 .