Currently displaying 1 – 2 of 2

Showing per page

Order by Relevance | Title | Year of publication

Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies

Yuri I. IngsterIrina A. Suslina — 2010

ESAIM: Probability and Statistics

We observe an infinitely dimensional Gaussian random vector where is a sequence of standard Gaussian variables and is an unknown mean. We consider the hypothesis testing problem alternatives H ε , τ : v V ε for the sets V ε = V ε ( τ , ρ ε ) l 2 . The sets are -ellipsoids of semi-axes with -ellipsoid of semi-axes removed or similar Besov bodies with Besov bodies removed. Here τ = ( κ , R ) or τ = ( κ , h , t , R ) ; κ = ( p , q , r , s ) are the parameters which define the sets for given radii , 0 < ; is the asymptotical parameter. We...

Page 1

Download Results (CSV)