On asymptotic admissibility of goodness-of-fit tests
Izvestiya. Mathematics , Tome 20 (1983) no. 3, pp. 535-576.

Voir la notice de l'article provenant de la source Math-Net.Ru

Asymptotic properties of goodness-of-fit tests for testing simple and composite parametric hypotheses with continual alternatives are studied. The author investigates conditions under which goodness-of-fit tests are asymptotically admissible. He considers the question of completeness of the class of asymptotically admissible goodness-of-fit tests. To solve these problems he studies the properties of admissible tests for the limit problem of testing the hypothesis about the mean of a Gaussian random element in Hilbert space. As an application of the results he proves asymptotic admissibility and nonadmissibility of various goodness-of-fit tests used in practice. Bibliography: 31 titles.
@article{IM2_1983_20_3_a6,
     author = {A. N. Tyulyagin},
     title = {On asymptotic admissibility of goodness-of-fit tests},
     journal = {Izvestiya. Mathematics },
     pages = {535--576},
     publisher = {mathdoc},
     volume = {20},
     number = {3},
     year = {1983},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_1983_20_3_a6/}
}
TY  - JOUR
AU  - A. N. Tyulyagin
TI  - On asymptotic admissibility of goodness-of-fit tests
JO  - Izvestiya. Mathematics 
PY  - 1983
SP  - 535
EP  - 576
VL  - 20
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IM2_1983_20_3_a6/
LA  - en
ID  - IM2_1983_20_3_a6
ER  - 
%0 Journal Article
%A A. N. Tyulyagin
%T On asymptotic admissibility of goodness-of-fit tests
%J Izvestiya. Mathematics 
%D 1983
%P 535-576
%V 20
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IM2_1983_20_3_a6/
%G en
%F IM2_1983_20_3_a6
A. N. Tyulyagin. On asymptotic admissibility of goodness-of-fit tests. Izvestiya. Mathematics , Tome 20 (1983) no. 3, pp. 535-576. http://geodesic.mathdoc.fr/item/IM2_1983_20_3_a6/

[1] Le Cam L., Notes on asymptotic methods in statistical decision theory, Center de Recherhes Math., Universite de Montreal, 1974 | MR

[2] Pycac Dzh., Kontigualnost veroyatnostnykh mer, Mir, M., 1975 | MR

[3] Gaek Ya., Shidak Z., Teoriya rangovykh kriteriev, Nauka, M., 1971

[4] Le Cam L., “Locally asymptotically normal families of distribution”, Univ. of Calif. Publ. in Statist., 3:2 (1960), 37–98 | MR | Zbl

[5] Chibisov D. M., “Transition to the limiting process for deriving asymptotically optimal tests”, Indian Jour. of Statist(A), 31:3 (1969), 241–258 | MR | Zbl

[6] Chibisov D. M., “Teorema o dopustimykh kriteriyakh i ee primenenie k odnoi asimptoticheskoi zadache proverki gipotez”, Teoriya veroyatn. i ee primen., XII:1 (1967), 96–111

[7] Birnbaum A., “Characterization of complete classes of tests of somemultiparametric hypotheses, with applications to likelihood ratio tests”, Ann. Math. Statist., 26:1 (1955), 21–36 | DOI | MR | Zbl

[8] Stein Ch., “The admissibility of Hotteling's $T^2$-test”, Ann. Math. Statist., 27:3 (1956), 616–623 | DOI | MR | Zbl

[9] Eaton M. L., “A complete class theorem for multidimensional onesided alternatives”, Ann. Math. Statist., 41:6 (1970), 1884–1888 | DOI | MR | Zbl

[10] Bernshtein A. V., “O postroenii mazhoriruyuschikh kriteriev”, Teoriya veroyatn. i ee primen., XXV:1 (1980), 18–29 | MR

[11] Bernshtein A. V., “O proverke slozhnykh gipotez pri nalichii meshayuschikh parametrov v mnogomernom sluchae”, Teoriya veroyatn. i ee primen., XXV:2 (1980), 291–302 | MR

[12] Leman E., Proverka statisticheskikh gipotez, Izdanie vtoroe, ispravlennoe, Nauka, M., 1979 | MR

[13] Blekuell D., Girshik M. A., Teoriya igr i statisticheskikh reshenii, IL, M., 1958

[14] Skorokhod A. V., Integrirovanie v gilbertovom prostranstve, Nauka, M., 1975

[15] Go Kh.-S., Gaussovskie mery v banakhovykh prostranstvakh, Mir, M., 1979

[16] Mathes T. K., Truax D. R., “Tests of composite hypotheses for multivariate exponential family”, Ann. Math. Statist., 38:3 (1967), 681–697 | DOI | MR

[17] Ibragimov I. A., Khasminskii R. Z., Asimptoticheskaya teoriya otsenivaniya, Nauka, M., 1979 | MR

[18] Khmaladze E. V., “Primenenie kriteriev tipa $\omega^2$ dlya proverki parametricheskikh gipotez”, Teoriya veroyatn. i ee primen., XXIV:2 (1979), 280–297 | MR

[19] Durbin J., “Weak convergence of the sample distribution function when parameters are estimated”, Ann. Statist., 1:2 (1973), 279–290 | DOI | MR | Zbl

[20] Billingsli P., Skhodimost veroyatnostnykh mer, Nauka, M., 1977 | MR

[21] Prokhorov Yu. V., “Lokalnaya teorema dlya plotnostei”, Dokl. AN SSSR, 83:6 (1952), 797–800

[22] Rudin U., Funktsionalnyi analiz, Mir, M., 1975 | MR

[23] Materon Zh., Sluchainye mnozhestva i integralnaya geometriya, Mir, M., 1978 | MR

[24] Parthasarathy K. R., Probability Measures on Metric Spaces, Academic Press, New York, 1967 | MR | Zbl

[25] S. G. Krein (red.), Funktsionalnyi analiz, Izdanie vtoroe, pererabotannoe i dopolnennoe, Spravochnaya matematicheskaya biblioteka, Nauka, M., 1972 | MR | Zbl

[26] Kakhan Zh.-P., Sluchainye funktsionalnye ryady, Mir, M., 1973 | MR | Zbl

[27] Khalmosh P., Teoriya mery, IL, M., 1953

[28] Neve Zh., Matematicheskie osnovy teorii veroyatnostei, Mir, M., 1969 | MR | Zbl

[29] Brown L., Purves R., “Measurable selection of extrema”, Ann. Statist., 1:5 (1973), 902–912 | DOI | MR | Zbl

[30] Kelli Dzh. L., Obschaya topologiya, Nauka, M., 1968

[31] Moussatat M. W., On the asymptotic theory of statistical experiments and some of its applications, Ph. D. Dissertation, University of California, Berkeley, 1976