A characterization of a minimax test in the problem of testing two composite hypotheses

DOI10.1134/S1064562413030307zbMATH Open1362.62017MaRDI QIDQ378158FDOQ378158

Authors: A. A. Gushchin 

Publication date: 11 November 2013

Published in: Doklady Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Title not available (Why is that?)
• Generalized Neyman-Pearson lemma via convex duality.
• Utility maximization in incomplete markets with random endowment
• On an Extension of the Notion off-Divergence
• Optimale Tests und ungünstigste Verteilungen
• Eine parameterfreie Theorie der ung�nstigsten Verteilungen f�r das Testen von Hypothesen
• Testing composite hypotheses via convex duality

Cited In (2)

• Universal composite hypothesis testing: a competitive minimax approach
• A characterization of maximin tests for two composite hypotheses

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