On uniformly consistent tests

MaRDI QIDQ6509006arXivFDO

Authors Mikhail Sergeevich Ermakov

Published in arXiv

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Abstract: Necessary and sufficient conditions of uniform consistency are explored. Nonparametric sets of alternatives are bounded convex sets in $mathbb{L}_p$ with "small" balls deleted. The "small" balls have the center at the point of hypothesis and radii of balls tend to zero as sample size increases. For problem of hypothesis testing on a density, we show that, for the sets of alternatives, there are uniformly consistent tests for some sequence of radii of the balls, if and only if, convex set is compact. The results are established for problem of hypothesis testing on a density, for signal detection in Gaussian white noise, for linear ill-posed problems with random Gaussian noise and so on.

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