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Zapiski Nauchnykh Seminarov POMI, 1993, Volume 207, Pages 37–59
(Mi znsl5818)
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This article is cited in 7 scientific papers (total in 7 papers)
Large deviations for empirical probability measures and statistical tests
M. S. Ermakov
Abstract:
Given subsets $\Omega,\Phi$ of a set of probability measures, questions about the uniform in $P\in\Phi$ convergence of the normalized large deviations $n^{-1}\log P$ ($\hat P_n\in\Omega$) and about the convergence of the supremum over $\Phi$ of this value are considered for empirical distributions $\hat P_n$. The results are used for the proof of the asymptotic minimaxity of the Kolmogorov, omega-square, and rank tests by nonparametric sets of alternatives. A new bound for the efficiency of statistical tests is obtained. Bibliography: 19 titles.
Citation:
M. S. Ermakov, “Large deviations for empirical probability measures and statistical tests”, Studies in mathematical statistics. Part 10, Zap. Nauchn. Sem. POMI, 207, Nauka, St. Petersburg, 1993, 37–59; J. Math. Sci., 81:1 (1996), 2379–2393
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https://www.mathnet.ru/eng/znsl5818 https://www.mathnet.ru/eng/znsl/v207/p37
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Abstract page: | 144 | Full-text PDF : | 58 |
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