Asymptotically minimax tests of composite hypotheses

DOI10.1007/BF00537521zbMath0184.42804OpenAlexW2005300880MaRDI QIDQ5576628

Jacob Wolfowitz, Lionel Weiss

Publication date: 1969

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

Full work available at URL: https://doi.org/10.1007/bf00537521

zbMATH Keywords

statistics

Related Items (5)

Asymptotic inference for stochastic processes ⋮ Asymptotically minimax tests of composite hypotheses for nonergodic type processes ⋮ Neyman's \(C({\alpha{}})\) test as a GLRT ⋮ Asymptotically similar criteria ⋮ Asymptotically minimax tests of some nonstandard composite hypotheses

Cites Work

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• Maximum probability estimators
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• On Optimal Asymptotic Tests of Composite Statistical Hypotheses
• On optimal asymptotic tests of composite hypotheses with several constraints

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