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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 3, Pages 488–512 (Mi tvp3816)  

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
English version:
Theory of Probability and its Applications, 1994, Volume 39, Issue 3, Pages 396–416
DOI: https://doi.org/10.1137/1139028
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
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\by M.~S.~Ermakov
\paper Minimax nonparametric testing of hypotheses on the distribution density
\jour Teor. Veroyatnost. i Primenen.
\yr 1994
\vol 39
\issue 3
\pages 488--512
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1347182}
\zmath{https://zbmath.org/?q=an:0855.62032}
\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 3
\pages 396--416
\crossref{https://doi.org/10.1137/1139028}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TF06800003}
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  • https://www.mathnet.ru/eng/tvp/v39/i3/p488
  • 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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