Generalized Neyman-Pearson lemma via convex duality. (Q5933652): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:42, 5 March 2024
scientific article; zbMATH DE number 1599642
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized Neyman-Pearson lemma via convex duality. |
scientific article; zbMATH DE number 1599642 |
Statements
Generalized Neyman-Pearson lemma via convex duality. (English)
0 references
2001
0 references
hypothesis testing
0 references
Komlós theorem
0 references
non-smooth convex analysis
0 references
normal cones
0 references
optimal generalized tests
0 references
saddle-points
0 references
stochastic games
0 references
subdifferentials
0 references