Discussion of ``Hypothesis testing by convex optimization

DOI10.1214/15-EJS1014zbMath1327.62280OpenAlexW1926656978MaRDI QIDQ491380

Lucien Birgé

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1438951882

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Minimax procedures in statistical decision theory (62C20) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Markov processes: hypothesis testing (62M02)

Cites Work

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• Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
• Convergence of estimates under dimensionality restrictions
• Minimax tests and the Neyman-Pearson lemma for capacities
• Robust tests for model selection
• A Robust Version of the Probability Ratio Test
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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