Hypothesis testing via Euclidean separation

DOI10.1214/19-AIHP1022zbMath1460.62056arXiv1705.07196OpenAlexW3037745720WikidataQ114060551 ScholiaQ114060551MaRDI QIDQ2227471

Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski

Publication date: 15 February 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07196

zbMATH Keywords

hypothesis testingnonparametric testingcomposite hypothesis testingstatistical applications of convex optimization

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Minimax procedures in statistical decision theory (62C20) Statistics of extreme values; tail inference (62G32) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Markov processes: hypothesis testing (62M02)

Uses Software

• CVX
• Mosek

Cites Work

• Unnamed Item
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