Asymptotic behaviour of the robust test in the Rieder's model of contamination

Jan Ámos Víšek

Kybernetika (1981)

  • Volume: 17, Issue: 6, page 479-488
  • ISSN: 0023-5954

How to cite

top

Víšek, Jan Ámos. "Asymptotic behaviour of the robust test in the Rieder's model of contamination." Kybernetika 17.6 (1981): 479-488. <http://eudml.org/doc/28798>.

@article{Víšek1981,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {asymptotic rate of convergence of error probabilities; models of contamination; least favourable pair of distributions; likelihood ratio test},
language = {eng},
number = {6},
pages = {479-488},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Asymptotic behaviour of the robust test in the Rieder's model of contamination},
url = {http://eudml.org/doc/28798},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - Asymptotic behaviour of the robust test in the Rieder's model of contamination
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 6
SP - 479
EP - 488
LA - eng
KW - asymptotic rate of convergence of error probabilities; models of contamination; least favourable pair of distributions; likelihood ratio test
UR - http://eudml.org/doc/28798
ER -

References

top
  1. H. Chernoff, A measure of asymptotic efficiency for tests of hypothesis based on the sum of observations, Ann. Math. Statist. 23 (1952), 493-507. (1952) MR0057518
  2. G. Choquet, Theory of capacities, Ann. Inst. Fourier 5 (1953/1954), 131-292. (1953) MR0080760
  3. P. J. Huber, A robust version of the probability ratio test, Ann. Math. Statist. 36 (1965), 1753-1758. (1965) Zbl0137.12702MR0185747
  4. P. J. Huber V. Strassen, Minimax tests and the Neyman-Pearson lemma for capacities, Ann. Statist. 1 (1973), 251-263. (1973) MR0356306
  5. H. Rieder, Least favourable pairs for special capacities, Ann. Statist. 5 (1977), 909-921. (1977) MR0468005
  6. H. Rieder, A robust asymptotic testing model, Ann. Statist. 6 (1978), 1080-1094. (1978) Zbl0411.62020MR0499574
  7. J. Á. Víšek, Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model, Kybernetika 17 (1981), 5, 380-393. (1981) MR0648210
  8. J. Á. Víšek, Bounds of the asymptotic rate of convergence of the error probabilities of a robust test, Problems of Control and Information Theory 10 (1981), 4, 253 - 266. (1981) MR0629517
  9. H. M. Халфина Л. A. Халфин, Об устойчивом варианте теста отношения правдоподобия, Teopия вepoятностей и ее применения XX (1975), 1, 203-206. (1975) Zbl1231.90252

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.