On universal hypotheses testing via large deviations

DOI10.1109/18.75244MaRDI QIDQ3971633zbMATHOpenAlexFDO

Authors Ofer Zeitouni, Michael Gutman

Publication date 25 June 1992

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.75244

zbMATH Keywords

relative entropyempirical measureorder estimationlarge deviations estimatesuniversal testsexponential rate of decrease in type II probability of errori.i.d. sequence of random variablesminimal rate of decrease in type I probability of error

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Large deviations (60F10) Statistical decision theory (62C99)

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Cited in

(12)

• Large deviations of the Durbin statistics for testing uniformity on a square
• Hypothesis testing with the general source
• EL inference for partially identified models: large deviations optimality and bootstrap validity
• Robust large deviations performance analysis for large sample detectors
• Worst-case large-deviation asymptotics with application to queueing and information theory
• Extremal large deviations in controlled i.i.d. processes with applications to hypothesis testing
• Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses
• A competitive Neyman-Pearson approach to universal hypothesis testing with applications
• On Bahadur efficiency of empirical likelihood
• Averaging of the Neumann problems for nonlinear elliptic equations in domains with accumulators
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit
• New bounds for the empirical robust Kullback-Leibler divergence problem

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