Geodesic
Asymptotic minimaxity of tests of the Kolmogorov and omega-square types
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 54-67 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The asymptotic minimaxity of tests of the Kolmogorov and omega-square types is proved under natural nonparametric sets of alternatives. The tests are compared using a new asymptotic bound for the probabilities of moderate large deviations for the type I and type II errors. Our proof relies heavily on qualitatively new theorems about the probabilities of moderate large deviations of empirical measures.
Keywords: nonparametric hypotheses testing, asymptotic efficiency, asymptotic minimaxity, large deviations, Kolmogorov's test, omega-square test. 
@article{TVP_1995_40_1_a1,
     author = {M. S. Ermakov},
     title = {Asymptotic minimaxity of tests of the {Kolmogorov} and omega-square types},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {54--67},
     year = {1995},
     volume = {40},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a1/}
}
TY  - JOUR
AU  - M. S. Ermakov
TI  - Asymptotic minimaxity of tests of the Kolmogorov and omega-square types
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1995
SP  - 54
EP  - 67
VL  - 40
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a1/
LA  - ru
ID  - TVP_1995_40_1_a1
ER  - 
%0 Journal Article
%A M. S. Ermakov
%T Asymptotic minimaxity of tests of the Kolmogorov and omega-square types
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1995
%P 54-67
%V 40
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a1/
%G ru
%F TVP_1995_40_1_a1
M. S. Ermakov. Asymptotic minimaxity of tests of the Kolmogorov and omega-square types. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 1, pp. 54-67. http://geodesic.mathdoc.fr/item/TVP_1995_40_1_a1/