Universal composite hypothesis testing: a competitive minimax approach

DOI10.1109/TIT.2002.1003837MaRDI QIDQ4674522zbMATH OpenFDO

Authors Meir Feder, Neri Merhav

Publication date 11 May 2005

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

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Minimax procedures in statistical decision theory (62C20)

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• A competitive Neyman-Pearson approach to universal hypothesis testing with applications
• Testing composite hypotheses via convex duality

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