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

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

Review text

See the review in Zbl 0803.62037.

Cites work

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Cited in

(11)

• Large deviations of the Durbin statistics for testing uniformity on a square
• Large deviations and testing statistical hypotheses. II: Large deviations of maximum points of random fields
• Large deviations for the empirical mean of associated random variables
• Probabilities of large deviations of type II errors for tests of Kolmogorov and omega-square types
• A Theorem on Deviations of the Empirical Measure and Its Applications
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• Averaging of the Neumann problems for nonlinear elliptic equations in domains with accumulators
• Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics
• Large deviations for symmetrised empirical measures

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