Minimax nonparametric goodness-of-fit testing

被引:0
|
作者
Ingster, YI [1 ]
Suslina, IA [1 ]
机构
[1] St Petersburg State Transport Univ, St Petersburg, Russia
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D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We discuss and study minimax nonparametric goodness-of-fit testing problems under Gaussian models in the sequence space and in the functional space. The unknown signal is assumed to vanish under the null-hypothesis. We consider alternatives under two-side constraints determined by Besov norms. We present the description of the types of sharp asymptotics under the sequence space model and of the rate asymptotics under the functional model. The structures of asymptotically minimax and minimax consistent test procedures are given. These results extend recent results of the paper [12]. The results for an adaptive setting axe presented as well.
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页码:141 / 152
页数:12
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