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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 1, Pages 54–67 (Mi tvp3290)  
This article is cited in 8 scientific papers (total in 8 papers)

Asymptotic minimaxity of tests of the Kolmogorov and omega-square types

M. S. Ermakov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Full-text PDF (815 kB) Citations (8)
Abstract: The asymptotic minimaxity of tests of the Kolmogorov and omega-square types is proved under natural nonparametric sets of alternatives. The tests are compared using a new asymptotic bound for the probabilities of moderate large deviations for the type I and type II errors. Our proof relies heavily on qualitatively new theorems about the probabilities of moderate large deviations of empirical measures.
Keywords: nonparametric hypotheses testing, asymptotic efficiency, asymptotic minimaxity, large deviations, Kolmogorov's test, omega-square test.
Received: 28.11.1988
Revised: 12.05.1994
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 1, Pages 41–51
DOI: https://doi.org/10.1137/1140002
Bibliographic databases:
Language: Russian
Citation: M. S. Ermakov, “Asymptotic minimaxity of tests of the Kolmogorov and omega-square types”, Teor. Veroyatnost. i Primenen., 40:1 (1995), 54–67; Theory Probab. Appl., 40:1 (1995), 41–51
Citation in format AMSBIB
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\by M.~S.~Ermakov
\paper Asymptotic minimaxity of tests of the Kolmogorov and omega-square types
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 1
\pages 54--67
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1346730}
\zmath{https://zbmath.org/?q=an:0898.62058}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 1
\pages 41--51
\crossref{https://doi.org/10.1137/1140002}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996UH07100002}
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  • https://www.mathnet.ru/eng/tvp/v40/i1/p54
    • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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