Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies
Yuri I. Ingster, Irina A. Suslina (2010)
ESAIM: Probability and Statistics
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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 for the sets . The sets are -ellipsoids of semi-axes with -ellipsoid of semi-axes removed or similar Besov bodies with Besov bodies removed. Here or are the parameters which define the sets for given radii , 0 < ; is the asymptotical...