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

DOI10.1134/S1064562413030307MaRDI QIDQ378158zbMATH OpenFDO

Authors A. A. Gushchin

Publication date 11 November 2013

Published in Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Recommendations

• A characterization of maximin tests for two composite hypotheses
• scientific article; zbMATH DE number 4082743
• Minimax Sequential Tests for Many Composite Hypotheses. I
• Minimax sequential tests for many composite hypotheses. II.
• Minimax testing composite null hypotheses in the discrete regression scheme

Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• Eine parameterfreie Theorie der ung�nstigsten Verteilungen f�r das Testen von Hypothesen
• Generalized Neyman-Pearson lemma via convex duality.
• On an Extension of the Notion off-Divergence
• Optimale Tests und ungünstigste Verteilungen
• Testing composite hypotheses via convex duality
• Utility maximization in incomplete markets with random endowment

Cited in

(2)

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

This page was built for publication: A characterization of a minimax test in the problem of testing two composite hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q378158)