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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 3, Pages 488–512
(Mi tvp3816)
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This article is cited in 8 scientific papers (total in 8 papers)
Minimax nonparametric testing of hypotheses on the distribution density
M. S. Ermakov Saint-Petersburg State University
Abstract:
Let $X_1,\dots,X_n$ be independent identically distributed random variables having unknown density $f(x)$ in $L_2(\nu)$. The problem consists in testing the hypothesis $f(x)=p(x)$ against the alternative that $f(x)$ belongs to an ellipsoid in $L_2(\nu)$ from which a sphere with center at the point $p(x)$ is removed. To solve the problem we construct an asymptotically minimax sequence of tests. As an example the case where the ellipsoid is a sphere in a Sobolev space is considered.
Keywords:
nonparametric testing of hypotheses, goodness-of-fit test, nonparametric set of alternatives, asymptotically minimax tests, optimal rate of convergence, testing hypotheses about the density of a distribution.
Received: 08.10.1990
Citation:
M. S. Ermakov, “Minimax nonparametric testing of hypotheses on the distribution density”, Teor. Veroyatnost. i Primenen., 39:3 (1994), 488–512; Theory Probab. Appl., 39:3 (1994), 396–416
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https://www.mathnet.ru/eng/tvp3816 https://www.mathnet.ru/eng/tvp/v39/i3/p488
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Abstract page: | 216 | Full-text PDF : | 105 | First page: | 14 |
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