Generalized Neyman-Pearson lemma via convex duality. (Q5933652)
From MaRDI portal
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
