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

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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

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  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

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