Hypothesis testing under composite functions alternative

MaRDI QIDQ3515800zbMATH OpenFDO

Authors Christophe Pouet, O. V. Lepski

Publication date 29 July 2008

zbMATH Keywords

Bayesian likelihood ratioGaussian random functionimplicit function theoremmetric entropminimax rate of testingseparation ratestructural models

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric hypothesis testing (62G10) Markov processes: hypothesis testing (62M02) Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Adaptive hypothesis testing using wavelets
• On testing nonparametric hypotheses for analytic regression functions in Gaussian noise.
• Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
• Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point

Cited in

(7)

• Nonparametric estimation of composite functions
• Testing un-separated hypotheses by estimating a distance
• Minimax testing composite null hypotheses in the discrete regression scheme
• On testing nonparametric hypotheses for analytic regression functions in Gaussian noise.
• Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
• Compositeness test with nodal curves
• Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional

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