A characterization of maximin tests for two composite hypotheses

DOI10.3103/S1066530715020027zbMath1327.62087MaRDI QIDQ498605

Alexander A. Gushchin

Publication date: 29 September 2015

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

dual problemmaximin testtesting composite hypotheses

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03)

Related Items (3)

Unnamed Item ⋮ Quantile hedging in a semi-static market with model uncertainty ⋮ Testing hypotheses for measures with different masses: Four optimization problems

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