scientific article; zbMATH DE number 3883411

MaRDI QIDQ3217441zbMATH OpenFDO

Authors L. Birgé

Publication date 1982

Full work available at URL http://www.numdam.org/item?id=ASCFM_1982__71_20_70_0, https://eudml.org/doc/80539

zbMATH Keywords

least favourable pairMarkov chainsminimax testsNeyman-Pearson lemmaprobability ratio testproduct measuresRobust tests

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A Robust Version of the Probability Ratio Test
• Approximation dans les espaces m�triques et th�orie de l'estimation
• Convergence of estimates under dimensionality restrictions
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• Least favorable pairs for special capacities
• Minimax tests and the Neyman-Pearson lemma for capacities

Cited in

(5)

• Characteristics of robust rules for testing two hypotheses
• Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
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• Robustness in sequential discrimination of Markov chains under ``contamination

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