Adaptive tests in statistical problems with finite nuisance parameter

DOI10.1007/BF00324850MaRDI QIDQ1819847zbMATH OpenFDO

Authors Andrew L. Rukhin

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00324850

zbMATH Keywords

asymptotically optimal testexistence of adaptive testsexponential familynecessary and sufficient conditionsnuisance parameters

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99)

Review text

The author [Ann. Stat. 10, 1148-1162 (1982; Zbl 0512.62046)] has studied necessary and sufficient conditions for the existence of adaptive tests. In the paper under review the author obtains necessary and sufficient conditions for the existence of adaptive tests in statistical problems with a finite number of nuisance parameters. An example involving the exponential family of distributions is discussed.

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Cites work

• Adaptive procedures in multiple decision problems and hypothesis testing
• Asymptotically Optimal Tests for Multinomial Distributions
• scientific article; zbMATH DE number 3406955 (Why is no real title available?)
• Large deviation theorems for empirical probability measures
• Large-Sample Theory: Parametric Case
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• On asymptotically optimal tests
• Stochastic Comparison of Tests

Cited in

(10)

• Absolutely admissible tests in the presence of nuisance parameters
• Adaptive tests for stochastic processes in the ergodic case
• On asymptotic efficiency and deficiency of some adaptive tests in the one-sample problem
• Adaptive decision making for stochastic processes
• Statistical foundations for computerized adaptive testing with response revision
• The adaptive calibration of testingp-values
• scientific article; zbMATH DE number 3938234 (Why is no real title available?)
• scientific article; zbMATH DE number 775919 (Why is no real title available?)
• On the power of some adaptive tests in the one-sample problem
• Tests and classification methods in adaptive designs with applications

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