Minimax Testing of a Simple Hypothesis Against a Weakly Nonparametric Set of Alternatives

DOI10.1137/1133083MaRDI QIDQ3200395zbMATH OpenOpenAlexFDO

Authors Yuri I. Ingster

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133083

zbMATH Keywords

composite alternativeserrors of first and second kindKolmogorov diameters of weakly non-parametric sets of distributionslower maximal probabilitymaximal probabilitiesminimax testingsignal in Gaussian white noisesimple hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Cited in

(5)

• The necessity of strongly subadditive capacities for Neyman-Pearson minimax tests
• scientific article; zbMATH DE number 5280099 (Why is no real title available?)
• scientific article; zbMATH DE number 1186724 (Why is no real title available?)
• Minimax-Optimal Hypothesis Testing With Estimation-Dependent Costs
• scientific article; zbMATH DE number 7255125 (Why is no real title available?)

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