Rejoinder of ``Hypothesis testing by convex optimization

DOI10.1214/15-EJS1054REJzbMath1327.62288WikidataQ57392882 ScholiaQ57392882MaRDI QIDQ491383

Arkadi Nemirovski, Alexander Goldenshluger, Anatoli B. Juditsky

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/1438951888

zbMATH Keywords

hypothesis testingnonparametric testingcomposite hypothesis testingstatistical applications of convex optimization

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)

Uses Software

• CVX

Cites Work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations