On consistency and inconsistency of nonparametric tests

arXiv1807.09076MaRDI QIDQ6304580FDOQ6304580

Authors: Mikhail Sergeevich Ermakov 

Publication date: 24 July 2018

Abstract: For $ch{i}^2-$tests with increasing number of cells, Cramer-von Mises tests, tests generated $mathbb{L}_2$- norms of kernel estimators and tests generated quadratic forms of estimators of Fourier coefficients, we find necessary and sufficient conditions of consistency and inconsistency for sequences of alternatives having a given rate of convergence to hypothesis in $mathbb{L}_2$-norm. We provide transparent interpretations of these conditions allowing to understand the structure of such consistent sequences. For problem of signal detection in Gaussian white noise we show that, if set of alternatives is bounded closed center-symmetric convex set $U$ with deleted "small" $mathbb{L}_2$ -- ball, then compactness of set $U$ is necessary condition for existence of consistent tests.

Mathematics Subject Classification ID

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

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