Discussion of ``Hypothesis testing by convex optimization

DOI10.1214/15-EJS1014zbMATH Open1327.62280OpenAlexW1926656978MaRDI QIDQ491380FDOQ491380

Authors: L. Birgé 

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/1438951882

Mathematics Subject Classification ID

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

Cites Work

• Convergence of estimates under dimensionality restrictions
• Title not available (Why is that?)
• Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
• A Robust Version of the Probability Ratio Test
• Title not available (Why is that?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Robust tests for model selection
• Minimax tests and the Neyman-Pearson lemma for capacities

Cited In (1)

• Testing hypotheses for measures with different masses: Four optimization problems

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