Empirical estimation of d-risks at distinguishing one-sided hypotheses

DOI10.1134/S199508021604017XzbMATH Open1419.62036MaRDI QIDQ323648FDOQ323648

Authors: D. S. Simushkin 

Publication date: 10 October 2016

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Recommendations

• Empirical estimates with minimal \(d\)-risk for discrete exponential families
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• Asymptotic properties of Bayes risk for one‐sided tests

zbMATH Keywords

deconvolution\(d\)-posteriori approachguaranteed inference

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Deconvolving kernel density estimators
• Optimal Rates of Convergence for Deconvolving a Density
• On the optimal rates of convergence for nonparametric deconvolution problems
• The positive false discovery rate: A Bayesian interpretation and the \(q\)-value
• Guaranteed statistical inference procedures (determination of the optimal sample size)
• Title not available (Why is that?)
• Density estimation with normal measurement error with unknown variance

Cited In (1)

• Asymptotic of the necessary sample size in the two hypotheses discrimination problem

Uses Software

• KernSmooth

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