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Zapiski Nauchnykh Seminarov LOMI, 1984, Volume 136, Pages 74–96 (Mi znsl4774)  

Asymptotic minimax nonparametric testing for independent sample density hypothesis

Yu. I. Ingster
Full-text PDF (1005 kB) (1)
Abstract: The paper investigates the condition of minimax discemability for statistical hypothesis about sample of length $N\to\infty$ from interval $[0; 1]$ as function of asymptotic distance $\rho_N$ in $L_2[0;1]$ between sets of densities, which are conform to hypothesis and alternative, and densities degree $r$ of smoothness in $L_2[0;1]$: it is shown that defining value is $\xi_N=\rho_NN^{2r/(4r+1)}$.
Bibliographic databases:
Document Type: Article
UDC: 519.281
Language: Russian
Citation: Yu. I. Ingster, “Asymptotic minimax nonparametric testing for independent sample density hypothesis”, Studies in mathematical statistics. Part VI, Zap. Nauchn. Sem. LOMI, 136, "Nauka", Leningrad. Otdel., Leningrad, 1984, 74–96
Citation in format AMSBIB
\Bibitem{Ing84}
\by Yu.~I.~Ingster
\paper Asymptotic minimax nonparametric testing for independent sample density hypothesis
\inbook Studies in mathematical statistics. Part~VI
\serial Zap. Nauchn. Sem. LOMI
\yr 1984
\vol 136
\pages 74--96
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4774}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=758477}
\zmath{https://zbmath.org/?q=an:0561.62006}
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  • https://www.mathnet.ru/eng/znsl/v136/p74
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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