Generalized Neyman-Pearson lemma via convex duality. (Q5933652)
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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 |
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Generalized Neyman-Pearson lemma via convex duality. (English)
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2001
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hypothesis testing
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Komlós theorem
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non-smooth convex analysis
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normal cones
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optimal generalized tests
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saddle-points
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stochastic games
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subdifferentials
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