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Zapiski Nauchnykh Seminarov LOMI, 1986, Volume 153, Pages 60–72
(Mi znsl5132)
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Asymptotic minimax testing of independency hypothesis
Yu. I. Ingster
Abstract:
In this paper the minimax problem of hypothesis about $k$-dimentional random vector components independency testing is studied. The alternative hypothesis corresponds to the set of densities on $\mathbb R^k$ which are sufficiently smooth and sufficiently distant in the metric of type $L_p$ from the set of product-densities on $\mathbb R^k$. There are given the, conditions of minimax discernibility and nondiscernibility (in the sense [1,2]) depending on the degree of smoothness, dimention $k$, distance between hypothesis and alternative density sets and value $p$.
Citation:
Yu. I. Ingster, “Asymptotic minimax testing of independency hypothesis”, Studies in mathematical statistics. Part VII, Zap. Nauchn. Sem. LOMI, 153, "Nauka", Leningrad. Otdel., Leningrad, 1986, 60–72
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https://www.mathnet.ru/eng/znsl5132 https://www.mathnet.ru/eng/znsl/v153/p60
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Abstract page: | 93 | Full-text PDF : | 45 |
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