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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 3, Pages 530–553
(Mi tvp3818)
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This article is cited in 3 scientific papers (total in 4 papers)
Minimax testing of hypotheses on the distribution density for ellipsoids in $l_p$
Yu. I. Ingster The Joint Stock Company ``Concern ``Granit-Electron''
Abstract:
Let $x_1,\dots,x_N$ be an independent sample with distribution density $f(x)$. A minimax problem of testing a simple hypothesis $f=f_0$ against a complex alternative $f\ne f_\theta$, $\theta\in\Phi_{N,p}^1$, is considered (see Definition in § 1). Asymptotic formulas for error probabilities are obtained which correspond to asymptotic minimax sequences of tests under weaker constraints on the, form of the sets $\Phi_{N,p}^1$ than studied in earlier works.
Keywords:
test of hypotheses on the distribution density, complex alternative, minimax approach, asymptotic minimax tests.
Received: 28.09.1990
Citation:
Yu. I. Ingster, “Minimax testing of hypotheses on the distribution density for ellipsoids in $l_p$”, Teor. Veroyatnost. i Primenen., 39:3 (1994), 530–553; Theory Probab. Appl., 39:3 (1994), 417–436
Linking options:
https://www.mathnet.ru/eng/tvp3818 https://www.mathnet.ru/eng/tvp/v39/i3/p530
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Abstract page: | 207 | Full-text PDF : | 81 | First page: | 11 |
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