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Zapiski Nauchnykh Seminarov POMI, 1996, Volume 228, Pages 162–188 (Mi znsl3701)  

This article is cited in 2 scientific papers (total in 3 papers)

Minimax hypotheses testing for nondegenerate loss functions and extreme convex problems

Y. I. Ingster

Saint-Petersburg State University
Abstract: We study some class of minimax problems of signal detection under nonparametric alternatives and a modification of these problems for some class of loss functions. Under rather general assumption we obtain the exact asymptotics (of Gaussian type) for minimax error probabolities and the structure of asymptotically minimax tests.
The methods are based on a reduction of the problems under consideration to extremal problems of minimization of some Hilbert norm on convex sets of sequenses of probability measures on the real line. These extremal problems are investigated in [5] for alternating type of $l_q$-ellipsoids with $l_p$-balls removed. Bibl. 16 titles.
Received: 14.03.1995
English version:
Journal of Mathematical Sciences (New York), 1999, Volume 93, Issue 3, Pages 354–371
DOI: https://doi.org/10.1007/BF02364820
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: Y. I. Ingster, “Minimax hypotheses testing for nondegenerate loss functions and extreme convex problems”, Probability and statistics. Part 1, Zap. Nauchn. Sem. POMI, 228, POMI, St. Petersburg, 1996, 162–188; J. Math. Sci. (New York), 93:3 (1999), 354–371
Citation in format AMSBIB
\Bibitem{Ing96}
\by Y.~I.~Ingster
\paper Minimax hypotheses testing for nondegenerate loss functions and extreme convex problems
\inbook Probability and statistics. Part~1
\serial Zap. Nauchn. Sem. POMI
\yr 1996
\vol 228
\pages 162--188
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl3701}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1449855}
\zmath{https://zbmath.org/?q=an:0935.62054}
\transl
\jour J. Math. Sci. (New York)
\yr 1999
\vol 93
\issue 3
\pages 354--371
\crossref{https://doi.org/10.1007/BF02364820}
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  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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