On solutions of minimax test problems for special capacities
From MaRDI portal
Publication:3906899
DOI10.1007/BF00542644zbMath0457.62010MaRDI QIDQ3906899
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Radon-Nikodym derivativeNeyman-Pearson lemmacapacitiesepsilon-contaminationtotal variation neighbourhoodsminimax test problemstruncated likelihood ratio
Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Parametric inference (62F99) Sufficiency and information (62B99)
Related Items
Concentration functions and Bayesian robustness. (With discussion), On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals., A Note on Asymptotic Expansions of Logarithms of Likelihood Ratios of Least Favourable Distributions, The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities, A robust asymptotic testing model for special capacities, Testing composite hypotheses via convex duality, STATISTICAL INFERENCES BASED ON A SECOND-ORDER POSSIBILITY DISTRIBUTION, Symmetric, coherent, Choquet capacities, On extension of the neyman-peabson lemma for capacities to dependent random variables, Projections of probability measures, On the convergence rate of robert procedures and local equivalence of hellinger and total variation distances, Risk Measures and Robust Optimization Problems, On the Huber-Strassen theorem, Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
Cites Work
- On local asymptotic minimaxity and admissibility in robust estimation
- Least favorable pairs for special capacities
- A robust asymptotic testing model
- Minimax tests and the Neyman-Pearson lemma for capacities
- Theory of capacities
- On the construction of least favourable pairs of distributions
- Me\fehler und Information
- The Existence of Probability Measures with Given Marginals
- A Robust Version of the Probability Ratio Test
- Robust confidence limits
- Unnamed Item