Large-deviation theorems in hypothesis-testing problems

DOI10.1007/BF02673719zbMath0971.62006OpenAlexW2084524108MaRDI QIDQ1585954

Yu. N. Lin'kov

Publication date: 4 October 2001

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02673719

zbMATH Keywords

autoregressive processesBayes testsGalton-Watson processesNeyman-Pearson testsminimax tests

Mathematics Subject Classification ID

Large deviations (60F10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Cites Work

• Large deviation theorems for extended random variables and some applications
• Large deviations in the problem of distinguishing the counting processes
• Large-Sample Theory: Parametric Case
• [https://portal.mardi4nfdi.de/wiki/Publication:3946964 Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s]
• Limit theorems for the likelihood ratio in the hypotheses testing problems
• Convex Analysis
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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