On extension of the neyman-peabson lemma for capacities to dependent random variables

DOI10.1080/02331888608801973zbMath0614.62021OpenAlexW2078105072WikidataQ124957599 ScholiaQ124957599MaRDI QIDQ4721383

Tadeusz Bednarski

Publication date: 1986

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801973

zbMATH Keywords

Neyman-Pearson lemmarobust estimationdependent random variablescapacitiesasymptotic minimax testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99)

Related Items (1)

Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability

Cites Work

• Unnamed Item
• Binary experiments, minimax tests and 2-alternating capacities
• Least favorable pairs for special capacities
• A robust asymptotic testing model
• Minimax tests and the Neyman-Pearson lemma for capacities
• A robust asymptotic testing model for special capacities
• On solutions of minimax test problems for special capacities

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