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Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 3, Pages 488–512 (Mi tvp3816)  

This article is cited in 10 scientific papers (total in 10 papers)

Minimax nonparametric testing of hypotheses on the distribution density

M. S. Ermakov

Saint-Petersburg State University
Abstract: Let $X_1,\dots,X_n$ be independent identically distributed random variables having unknown density $f(x)$ in $L_2(\nu)$. The problem consists in testing the hypothesis $f(x)=p(x)$ against the alternative that $f(x)$ belongs to an ellipsoid in $L_2(\nu)$ from which a sphere with center at the point $p(x)$ is removed. To solve the problem we construct an asymptotically minimax sequence of tests. As an example the case where the ellipsoid is a sphere in a Sobolev space is considered.
Keywords: nonparametric testing of hypotheses, goodness-of-fit test, nonparametric set of alternatives, asymptotically minimax tests, optimal rate of convergence, testing hypotheses about the density of a distribution.
Received: 08.10.1990
English version:
Theory of Probability and its Applications, 1994, Volume 39, Issue 3, Pages 396–416
DOI: https://doi.org/10.1137/1139028
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. S. Ermakov, “Minimax nonparametric testing of hypotheses on the distribution density”, Teor. Veroyatnost. i Primenen., 39:3 (1994), 488–512; Theory Probab. Appl., 39:3 (1994), 396–416
Citation in format AMSBIB
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\by M.~S.~Ermakov
\paper Minimax nonparametric testing of hypotheses on the distribution density
\jour Teor. Veroyatnost. i Primenen.
\yr 1994
\vol 39
\issue 3
\pages 488--512
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\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1347182}
\zmath{https://zbmath.org/?q=an:0855.62032}
\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 3
\pages 396--416
\crossref{https://doi.org/10.1137/1139028}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TF06800003}
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  • https://www.mathnet.ru/eng/tvp/v39/i3/p488
  • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:2
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