Large deviations for empirical probability measures and statistical tests

DOI10.1007/BF02362343MaRDI QIDQ1336089zbMATH OpenOpenAlexFDO

Authors 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)

Cites work

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

Cited in

(11)

• Probabilities of large deviations of type II errors for tests of Kolmogorov and omega-square types
• scientific article; zbMATH DE number 1515770 (Why is no real title available?)
• Large deviations and testing statistical hypotheses. II: Large deviations of maximum points of random fields
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
• Averaging of the Neumann problems for nonlinear elliptic equations in domains with accumulators
• scientific article; zbMATH DE number 3911479 (Why is no real title available?)
• A Theorem on Deviations of the Empirical Measure and Its Applications
• scientific article; zbMATH DE number 1194749 (Why is no real title available?)
• Large deviations for the empirical mean of associated random variables
• Large deviations for symmetrised empirical measures
• Large deviations of the Durbin statistics for testing uniformity on a square

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