Geodesic
On uniform consistency of nonparametric tests
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 35, Tome 526 (2023), pp. 78-89

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

For problem of hypothesis testing on a density we explore condition of existence of uniformly consistent tests. Hypothesis is simple. Sets of alternatives is convex sets in $\mathbb{L}_p$, $p>1$, with deleted balls. Hypothesis is center of balls. We show that, there is sequence of radii of the balls tending to zero as sample size increases such that the sets of alternatives are uniformly consistent, if and only if convex set is compact. Similar results are established for problem of hypothesis testing on a density, for signal detection in Gaussian white noise, for linear ill-posed problems with random Gaussian noise and so on. 
@article{ZNSL_2023_526_a4,
     author = {M. S. Ermakov},
     title = {On uniform consistency of nonparametric tests},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {78--89},
     publisher = {mathdoc},
     volume = {526},
     year = {2023},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2023_526_a4/}
}
TY  - JOUR
AU  - M. S. Ermakov
TI  - On uniform consistency of nonparametric tests
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2023
SP  - 78
EP  - 89
VL  - 526
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2023_526_a4/
LA  - ru
ID  - ZNSL_2023_526_a4
ER  - 
%0 Journal Article
%A M. S. Ermakov
%T On uniform consistency of nonparametric tests
%J Zapiski Nauchnykh Seminarov POMI
%D 2023
%P 78-89
%V 526
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2023_526_a4/
%G ru
%F ZNSL_2023_526_a4
M. S. Ermakov. On uniform consistency of nonparametric tests. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 35, Tome 526 (2023), pp. 78-89. http://geodesic.mathdoc.fr/item/ZNSL_2023_526_a4/