Hypothesis testing by convex optimization

DOI10.1214/15-EJS1054zbMath1327.62287WikidataQ57392872 ScholiaQ57392872MaRDI QIDQ491378

Arkadi Nemirovski, Alexander Goldenshluger, Anatoli B. Juditsky

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1438951881

zbMATH Keywords

hypothesis testingnonparametric testingcomposite hypothesis testingstatistical applications of convex optimization

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Minimax procedures in statistical decision theory (62C20) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Markov processes: hypothesis testing (62M02)

Related Items

Hypothesis testing via affine detectors, Change detection via affine and quadratic detectors, Estimating linear and quadratic forms via indirect observations, Bump detection in the presence of dependency: does it ease or does it load?, Hypothesis testing via Euclidean separation, On polyhedral estimation of signals via indirect observations, Aggregating estimates by convex optimization

Uses Software

• CVX
• Mosek

Cites Work

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