Displaying similar documents to “Moderate deviations for two sample t-statistics”

Finding the principal points of a random variable

Emilio Carrizosa, E. Conde, A. Castaño, D. Romero–Morales (2010)

RAIRO - Operations Research

Similarity:

The -principal points of a random variable with finite second moment are those points in ℝ minimizing the expected squared distance from to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies

Yuri I. Ingster, Irina A. Suslina (2010)

ESAIM: Probability and Statistics

Similarity:

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...