On Stein's lemma in hypotheses testing in general non-asymptotic case

DOI10.1007/S11203-022-09278-4MaRDI QIDQ2694802zbMATH OpenOpenAlexWikidataFDO

Authors M. V. Burnashev

Publication date 4 April 2023

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2302.12684

zbMATH Keywords

Stein's exponenttesting of hypothesestype-I and type-II error probabilities

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Recommendations

• scientific article; zbMATH DE number 4201375
• On the generalization of Stein's lemma for elliptical class of distributions
• A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
• Theory of Preliminary Test and Stein‐Type Estimation With Applications
• Stein's two sample test of a general linear hypothesis and a noncentral f–type distribution
• Testing normality via a distributional fixed point property in the Stein characterization
• scientific article; zbMATH DE number 4100432
• On the asymptotic efficiency of tests in hypothesis testing problems
• scientific article; zbMATH DE number 3863135

Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3862279 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 700090 (Why is no real title available?)
• scientific article; zbMATH DE number 1149166 (Why is no real title available?)
• scientific article; zbMATH DE number 3200675 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• Large-Sample Theory: Parametric Case
• On detection of Gaussian stochastic sequences
• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
• On Neyman-Pearson minimax detection of Poisson process intensity

Cited in

(4)

• A nonuniform bound to an independent test in high dimensional data analysis via Stein's method
• Stein 1956: Efficient nonparametric testing and estimation
• On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices
• On Stein's lemma in hypotheses testing in general non-asymptotic case

This page was built for publication: On Stein's lemma in hypotheses testing in general non-asymptotic case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2694802)