Max-type rank tests in the two-sample problem
We observe an infinitely dimensional Gaussian random vector x = ξ + v where ξ is a sequence of standard Gaussian variables and v ∈ l2 is an unknown mean. We consider the hypothesis testing problem H0 : v = 0versus alternatives for the sets . The sets Vε are lq-ellipsoids of semi-axes ai = i-s R/ε with lp-ellipsoid of semi-axes bi = i-r pε/ε removed or similar Besov bodies Bq,t;s (R/ε) with Besov bodies Bp,h;r (pε/ε) removed. Here or are the parameters which define the sets Vε for given radii...