On universal hypotheses testing via large deviations

DOI10.1109/18.75244zbMath0744.62012OpenAlexW2135293293MaRDI QIDQ3971633

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

Related Items (6)

New bounds for the empirical robust Kullback-Leibler divergence problem ⋮ Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses ⋮ Optimal comparison of misspecified moment restriction models under a chosen measure of fit ⋮ EL inference for partially identified models: large deviations optimality and bootstrap validity ⋮ Worst-case large-deviation asymptotics with application to queueing and information theory ⋮ On Bahadur efficiency of empirical likelihood

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