Local maximin properties of tests in Gaussian shift experiments

DOI10.1524/STND.22.2.83.49127MaRDI QIDQ4668518zbMATH OpenOpenAlexFDO

Authors Peter Dencker, Friedrich Liese

Publication date 19 April 2005

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.22.2.83.49127

zbMATH Keywords

local maximin property

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian problems; characterization of Bayes procedures (62C10) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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(2)

• Local admissibility and local unbiasedness in hypothesis testing problems
• A locally directionally maximin test for a multidimensional parameter with order-restricted alternatives

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