Generalized Neyman-Pearson lemma via convex duality. (Q5933652): Difference between revisions

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Latest revision as of 17:20, 3 June 2024

scientific article; zbMATH DE number 1599642
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English
Generalized Neyman-Pearson lemma via convex duality.
scientific article; zbMATH DE number 1599642

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    Generalized Neyman-Pearson lemma via convex duality. (English)
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    2001
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    hypothesis testing
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    Komlós theorem
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    non-smooth convex analysis
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    normal cones
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    optimal generalized tests
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    saddle-points
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    stochastic games
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    subdifferentials
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