Robust slippage tests
The robust slippage testing problems of \(k+1\) approximately known simple hypotheses are formulated as slippage testing problems of \(k+1\) composite hypotheses. It is shown that if there is a representative \(k+1\)-tuple of simple hypotheses, then maximin tests are given by slippage analogues of the Neyman-Pearson tests for this tuple. In the general situation where no least favourable slippage tuple exists, a method for constructing tests is proposed.
scientific article; zbMATH DE number 3925994