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Zapiski Nauchnykh Seminarov LOMI, 1984, Volume 136, Pages 74–96
(Mi znsl4774)
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Asymptotic minimax nonparametric testing for independent sample density hypothesis
Yu. I. Ingster
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 $\xi_N=\rho_NN^{2r/(4r+1)}$.
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
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https://www.mathnet.ru/eng/znsl4774 https://www.mathnet.ru/eng/znsl/v136/p74
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Abstract page: | 533 | Full-text PDF : | 231 |
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