A Robust Version of the Probability Ratio Test
From MaRDI portal
Publication:5510027
DOI10.1214/aoms/1177699803zbMath0137.12702OpenAlexW2014002306WikidataQ100784696 ScholiaQ100784696MaRDI QIDQ5510027
Publication date: 1965
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699803
Related Items
The main contributions of robust statistics to statistical science and a new challenge, Robust confidence limits, On the dependence of the test error probabilities on the contamination level, Robust estimator design with an emphasis balance between performance and robustness, Robust inference by influence functions, A fixed point approach to local minimax theory, Some remarks on Bayesian multiple hypothesis testing, Unnamed Item, Frameworks and results in distributionally robust optimization, Robust change detection for large-scale data streams, Adversarially robust sequential hypothesis testing, Optimal Learning Under Robustness and Time-Consistency, On robust detection of discrete-time stochastic signals, Classifier design given an uncertainty class of feature distributions via regularized maximum likelihood and the incorporation of biological pathway knowledge in steady-state phenotype classification, Simultaneously least favorable experiments, Robust nonparametric equivariant regression for functional data with responses missing at random, Aggregation of experts' opinions and conditional consensus opinion by the Steiner point, On latent idealized models in symbolic datasets: unveiling signals in noisy sequencing data, Distributionally robust and generalizable inference, Similarity of samples and trimming, Robust estimation: A condensed partial survey, Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean, Unnamed Item, Taux de résistance des tests de rang d'indépendance, Rate of consistency of one sample tests of location, Minimax optimal sequential hypothesis tests for Markov processes, Geometric aspects of robust testing for normality and sphericity, A differential geometric approach toward robust signal detection, Impossible inference in econometrics: theory and applications, Robust detection of a weak signal with redescendingM-estimators: A comparative study, Hypothesis testing by convex optimization, Discussion of ``Hypothesis testing by convex optimization, Robust linear regression: A review and comparison, Unnamed Item, A bilateral fuzzy support vector machine hybridizing the Gaussian mixture model, Adaptive nonparametric estimation of a component density in a two-class mixture model, Robust hypothesis testing for asymmetric nominal densities under a relative entropy tolerance, A Robust Changepoint Detection Method, Robust slippage rank tests for \(k\) location parameters in the presence of gross errors, Robust nonparametric inference for the median, On the construction of least favourable pairs of distributions, Locally robust correlation coefficients, Simultaneously least favorable experiments, Tests and estimation strategies associated to some loss functions, Robust covariance and scatter matrix estimation under Huber's contamination model, Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules, Score function of distribution and revival of the moment method, Robust regression via mutivariate regression depth, Robust nonparametric confidence intervals and tests for the median in the presence of \((c,\gamma )\)-contamination, Efficient robust tests in parametric models, Valid Inference Corrected for Outlier Removal, Bahadur efficiency and robustness of Studentized score tests, A robust Sharpe ratio, On solutions of minimax test problems for special capacities, On the rate of convergence in the central limit theorem for discounted sums of martingle differences, Robustness by reweighting for kernel estimators: an overview, Minimum distance estimation in imprecise probability models, Unnamed Item, Robust Hypothesis Testing and Robust Time Series Interpolation And Regression, Density estimation with contamination: minimax rates and theory of adaptation, The Optimal Breakdown M-Test and Score Test, Unnamed Item, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:4743580 Approximation dans les espaces m�triques et th�orie de l'estimation], An analysis of the effects of spectral uncertainty on Wiener filtering, Robust slippage tests, On the Huber-Strassen theorem, Applications of curvature toward the measurement of robustness for data processors, A Monte Carlo comparison of several high breakdown and efficient estimators, Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability, Unnamed Item
