Asymptotically minimax tests of some nonstandard composite hypotheses

DOI10.1016/0167-7152(91)90151-GMaRDI QIDQ808123zbMATH OpenOpenAlexFDO

Authors Lionel Weiss

Publication date 1991

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90151-g

zbMATH Keywords

asymptotically minimax testsNeyman's testnon- i.i.d. casesnonstandard composite hypotheses

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Asymptotic properties of parametric tests (62F05)

Review text

The author and \textit{J. Wolfowitz} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 14, 161-168 (1969; Zbl 0184.428)] derived Neyman's test as a Bayes decision rule. It is the purpose of this note to extend the result to the class of non-i.i.d. cases described in the author's paper, J. Am. Stat. Assoc. 68, 428-430 (1973; Zbl 0272.62011), and also to point out that in a variety of situations a simple transformation of parameters allows Neyman's test to be used.

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Cites work

• Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II
• Asymptotically minimax tests of composite hypotheses
• scientific article; zbMATH DE number 3169866 (Why is no real title available?)
• Maximum probability estimators and related topics
• On optimal asymptotic tests of composite hypotheses with several constraints
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses

Cited in

(5)

• Neyman's \(C({\alpha{}})\) test as a GLRT
• scientific article; zbMATH DE number 3856242 (Why is no real title available?)
• Universal composite hypothesis testing: a competitive minimax approach
• Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
• Contiguity and irreconcilable nonstandard asymptotics of statistical tests

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