Large deviations for empirical probability measures and statistical tests

DOI10.1007/BF02362343zbMath0852.62041OpenAlexW2078804365MaRDI QIDQ1336089

Mikhail Sergeevich Ermakov

Publication date: 17 October 1994

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02362343

zbMATH Keywords

empirical probability measuresminimax nonparametric hypothesis testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10)

Related Items (1)

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics

Cites Work

• On the probability of large deviations in Banach spaces
• On efficiency and optimality of quadratic tests
• Large deviation theorems for empirical probability measures
• Large deviations of empirical probability measures
• On the Hodges–Lehmann Asymptotic Efficiency of Nonparametric Tests of Goodness of Fit and Homogeneity
• Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
• On the Probability of Large Deviations of Functions of Several Empirical CDF'S
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
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