On maxispaces of nonparametric tests

MaRDI QIDQ6290176zbMATH OpenFDO

Authors Mikhail Sergeevich Ermakov

Publication date 16 August 2017

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Abstract: For the problems of nonparametric hypothesis testing we introduce the notion of maxisets and maxispace. We point out the maxisets of $ch{i}^2-$tests, Cramer-von Mises tests, tests generated $mathbb{L}_2$- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients. For these tests we show that, if sequence of alternatives having given rates of convergence to hypothesis is consistent, then each altehrnative can be broken down into the sum of two parts: a function belonging to maxiset and orthogonal function. Sequence of functions belonging to maxiset is consistent sequence of alternatives. We point out asymptotically minimax tests if sets of alternatives are maxiset with deleted "small" $mathbb{L}_2$-balls.

This page was built for publication: On maxispaces of nonparametric tests

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6290176)