A characterization of a minimax test in the problem of testing two composite hypotheses

DOI10.1134/S1064562413030307zbMath1362.62017MaRDI QIDQ378158

Alexander A. Gushchin

Publication date: 11 November 2013

Published in: Doklady Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

A characterization of maximin tests for two composite hypotheses

Cites Work

• Unnamed Item
• Testing composite hypotheses via convex duality
• On an Extension of the Notion off-Divergence
• Optimale Tests und ungünstigste Verteilungen
• [https://portal.mardi4nfdi.de/wiki/Publication:5578654 Eine parameterfreie Theorie der ung�nstigsten Verteilungen f�r das Testen von Hypothesen]
• Generalized Neyman-Pearson lemma via convex duality.
• Utility maximization in incomplete markets with random endowment

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