On universal hypotheses testing via large deviations
DOI10.1109/18.75244zbMATH Open0744.62012OpenAlexW2135293293MaRDI QIDQ3971633FDOQ3971633
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
Recommendations
- On special case of multiple hypotheses optimal testing for three differently distributed random variables
- On many hypotheses logarithmically asymptotically optimal testing via the theory of large deviations
- Hypothesis testing with the general source
- Large-deviation theorems in hypothesis-testing problems
- Large deviations for empirical measures and statistical tests
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
Statistical aspects of information-theoretic topics (62B10) Large deviations (60F10) Statistical decision theory (62C99)
Cited In (12)
- 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
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Averaging of the Neumann problems for nonlinear elliptic equations in domains with accumulators
- On Bahadur efficiency of empirical likelihood
- Worst-case large-deviation asymptotics with application to queueing and information theory
- A competitive Neyman-Pearson approach to universal hypothesis testing with applications
- Large deviations of the Durbin statistics for testing uniformity on a square
- New bounds for the empirical robust Kullback-Leibler divergence problem
- Hypothesis testing with the general source
- Robust large deviations performance analysis for large sample detectors
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
This page was built for publication: On universal hypotheses testing via large deviations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3971633)
