Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s

DOI10.1007/BF00532119zbMath0486.62029OpenAlexW2169331525MaRDI QIDQ3946964

Lucien Birgé

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532119

zbMATH Keywords

Kullback informationerrors of first and second kindexponential rate of errorslogarithmic asymptotic optimality

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Related Items (9)

Large deviations in the problem of distinguishing the counting processes ⋮ On large deviations in testing Ornstein-Uhlenbeck-type models ⋮ Estimating linear and quadratic forms via indirect observations ⋮ Large deviations in testing fractional Ornstein-Uhlenbeck models ⋮ Multiple Objects: Error Exponents in Hypotheses Testing and Identification ⋮ Large deviation theorems for extended random variables and some applications ⋮ Large-deviation theorems in hypothesis-testing problems ⋮ On Logarithmically Asymptotically Optimal Hypothesis Testing for Arbitrarily Varying Source with Side Information ⋮ Testing of Hypothesis and Identification

Cites Work

• Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin
• Stochastic Comparison of Tests
• Non-Local Asymptotic Optimality of Appropriate Likelihood Ratio Tests
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• On asymptotically optimal tests
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