Robust tests for model selection

DOI10.1214/12-IMSCOLL905zbMath1327.62279OpenAlexW1540379030MaRDI QIDQ5499677

Lucien Birgé

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/12-imscoll905

zbMATH Keywords

Markov chainsmodel selectionHellinger distanceRobust testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (14)

Robust estimation on a parametric model via testing ⋮ Hypothesis testing via affine detectors ⋮ Estimating the conditional density by histogram type estimators and model selection ⋮ Deconvolution for some singular density errors via a combinatorial median of means approach ⋮ Minimax rates for conditional density estimation via empirical entropy ⋮ Pólya tree posterior distributions on densities ⋮ Model selection for density estimation with \(\mathbb L_2\)-loss ⋮ Hypothesis testing by convex optimization ⋮ Discussion of ``Hypothesis testing by convex optimization ⋮ Hypotheses testing and posterior concentration rates for semi-Markov processes ⋮ Learning from MOM's principles: Le Cam's approach ⋮ Tests and estimation strategies associated to some loss functions ⋮ Spectral thresholding for the estimation of Markov chain transition operators ⋮ Aggregating estimates by convex optimization

This page was built for publication: Robust tests for model selection