Tests robustes pour des variables indépendantes et des chaînes de Markov

L. Birge

Annales scientifiques de l'Université de Clermont. Mathématiques (1982)

  • Volume: 71, Issue: 20, page 70-77
  • ISSN: 0249-7042

How to cite

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Birge, L.. "Tests robustes pour des variables indépendantes et des chaînes de Markov." Annales scientifiques de l'Université de Clermont. Mathématiques 71.20 (1982): 70-77. <http://eudml.org/doc/80539>.

@article{Birge1982,
author = {Birge, L.},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
keywords = {minimax tests; Neyman-Pearson lemma; probability ratio test; least favourable pair; product measures; Markov chains; Robust tests},
language = {fre},
number = {20},
pages = {70-77},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Tests robustes pour des variables indépendantes et des chaînes de Markov},
url = {http://eudml.org/doc/80539},
volume = {71},
year = {1982},
}

TY - JOUR
AU - Birge, L.
TI - Tests robustes pour des variables indépendantes et des chaînes de Markov
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1982
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 71
IS - 20
SP - 70
EP - 77
LA - fre
KW - minimax tests; Neyman-Pearson lemma; probability ratio test; least favourable pair; product measures; Markov chains; Robust tests
UR - http://eudml.org/doc/80539
ER -

References

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  1. 1) Bednarski T. (1978): Binary experiments. Minimax tests and two-alternating capacities. Institute of Mathematics, Polish Ac. of Sc. - Preprint 131. 
  2. 2) Birgé L. (1977): Tests minimax robustes, Séminaire de Statistiques d'Orsay1974 -1975, chap. VII. Astérisque 43-44. 
  3. 3) Birge L. (1979): Sur un théorème de minimax et son application aux tests. A paraître dans Probability and Mathematical Statistics. Zbl0571.62036MR764150
  4. 4) Birgé L. (1980): Approximation dans les espaces métriques et théorie de l'estimation (à paraître). Zbl0506.62026
  5. 5) Chernoff H. (1952): A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations. Ann. Math. Statistics23, 493-507. Zbl0048.11804MR57518
  6. 6) Huber P.J. (1965):A robust version of the probability ratio test. Ann. Math. Statistics36, 1753-1758. Zbl0137.12702MR185747
  7. 7) Huber P.J. et Strassen V. (1973): Minimax tests and the Neymann-Pearson lemma for capacities. Ann. of Statistics1, 251-263. Zbl0259.62008MR356306
  8. 8) Le Cam L. (1973): Convergence of estimates under dimensionality restrictions. Ann. of Statistics1, 38-53. Zbl0255.62006MR334381
  9. 9) Le Cam L. (1975): On local and global properties in the theory of asymptotic normality of experiments. Stochastic Processes and Related Topics1, 13-54. Academic Press - New-York. Zbl0389.62011MR395005
  10. 10) Lehmann E.L. (1959): Testing Statistical Hypotheses. J. Wiley- New-York. Zbl0089.14102MR107933
  11. 11) Rieder H. (1977): Least favorable pairs for special capacities. Ann. of Statistics5, 909-921. Zbl0371.62074MR468005

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