Minimax tests for convex cones

DOI10.1007/BF00773419MaRDI QIDQ1895443zbMATH OpenOpenAlexFDO

Authors Lutz Dümbgen

Publication date 16 August 1995

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00773419

zbMATH Keywords

convex conedualitylikelihood ratio type testlinear regressionminimal biasminimax testnonrandomized testsone-sided tests for covariance matricesshift family of distributionsunion-intersection principle

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• The minimax direction for the direct product of a convex cone with its application to testing problems
• The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii
• THE LIKELIHOOD RATIO TEST OF NORMAL MEAN WITH HYPOTHESIS DETERMINED BY A CONVEX POLYHEDRAL CONE AND THE MONOTONICITY OF ITS POWER FUNCTION
• TESTING A NORMAL MEAN VECTOR AGAINST THE ALTERNATIVE DETERMINED BY A CONVEX CONE
• Dominance of likelihood ratio tests under cone constraints

Cites work

• A Multiple Comparison Procedure for Comparing Several Treatments with a Control
• Convex Analysis
• scientific article; zbMATH DE number 3136465 (Why is no real title available?)
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• Likelihood ratio tests for covariance structure in random effects models
• Testing problems with linear or angular inequality constraints
• The Admissibility of Hotelling's T²-Test

Cited in

(4)

• The minimax direction for the direct product of a convex cone with its application to testing problems
• scientific article; zbMATH DE number 4147329 (Why is no real title available?)
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• The geometry of hypothesis testing over convex cones: generalized likelihood ratio tests and minimax radii

This page was built for publication: Minimax tests for convex cones

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1895443)