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Hypothesis testing by convex optimization - MaRDI portal

Hypothesis testing by convex optimization

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Publication:6246785

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DOI10.1214/15-EJS1054zbMath1327.62287arXiv1311.6765WikidataQ57392872 ScholiaQ57392872MaRDI QIDQ6246785

Alexander Goldenshluger, Anatoli B. Juditsky, Arkadi Nemirovski

Publication date: 26 November 2013

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)

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