A fixed point approach to local minimax theory

DOI10.1017/S0305004100064252MaRDI QIDQ3736701zbMATHOpenAlexFDO

Authors W. J. R. Eplett

Publication date 1986

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0305004100064252

zbMATH Keywords

2-alternating capacitiesKakutani-Fan fixed point theoremexistence of locally minimax estimatorsgeneralized Neyman-Pearson theoremrobust hypothesis tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Fixed-point theorems on manifolds (58C30)

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Cites work

• A Robust Version of the Probability Ratio Test
• Efficient robust estimates in parametric models
• Fixed Point Theorems for Multi-Valued Transformations
• Fixed-point and Minimax Theorems in Locally Convex Topological Linear Spaces
• Minimax tests and the Neyman-Pearson lemma for capacities
• Theory of capacities

Cited in

(3)

• A localized maximum principle
• Localization of minimax points
• On the Huber-Strassen theorem

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