Asymptotically Optimal Tests for Verifying Composite Finite-Parameter Hypotheses

DOI10.1137/1130038zbMath0601.62032OpenAlexW1997110297MaRDI QIDQ3736702

Yuri I. Ingster

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130038

zbMATH Keywords

likelihood ratio testlocal asymptotic normalityasymptotically optimal testsLANBayes testscomposite finite-parameter hypothesesNonlocal asymptotically optimal properties of testspower functions asymptoticsstrong and weak asymptotical minimaxnessstrong and weak asymptotical optimality

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Related Items (1)

To the memory of Yu. I. Ingster

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