Minimax hypothesis testing about the density support
Gayraud, Ghislaine
Bernoulli, Tome 7 (2001) no. 6, p. 507-525 / Harvested from Project Euclid
This paper is concerned with testing nonparametric hypotheses about the underlying support G of independent and identically distributed observations. It is assumed that G belongs to a class {\cal G} of compact sets with smooth upper surface called boundary fragments. It is required to distinguish the simple null hypothesis specified by a known set G0 in {\cal G} against nonparametric alternatives that G belongs to a class obtained by removing a certain neighbourhood of G0 in {\cal G}. Using the asymptotical minimax approach, the problem is to determine the order of the smallest distance between the null hypothesis H0 and the alternatives for which one is able to test the null hypothesis against the alternatives with a given summarized error.
Publié le : 2001-06-14
Classification:  minimax rate of testing,  nonparametric hypothesis testing,  underlying support
@article{1080004763,
     author = {Gayraud, Ghislaine},
     title = {Minimax hypothesis testing about the density support},
     journal = {Bernoulli},
     volume = {7},
     number = {6},
     year = {2001},
     pages = { 507-525},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1080004763}
}
Gayraud, Ghislaine. Minimax hypothesis testing about the density support. Bernoulli, Tome 7 (2001) no. 6, pp.  507-525. http://gdmltest.u-ga.fr/item/1080004763/