Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function
نویسندگان
چکیده
منابع مشابه
On Sequential Hypotheses Testing via Convex Optimization
We propose a new approach to sequential testing which is an adaptive (on-line) extension of the (off-line) framework developed in [1]. It relies upon testing of pairs of hypotheses in the case where each hypothesis states that the vector of parameters underlying the distribution of observations belongs to a convex set. The nearly optimal under appropriate conditions test is yielded by a solutio...
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متن کاملDiscussion of “ Hypotheses testing by convex optimization ” ∗
We congratulate the authors on a stimulating paper on a very intuitive and general approach to construct hypotheses tests. Restricting the considered class of tests to simple ones determined by a detector function φ, it seems most natural to minimize over φ and maximize over the pair (x, y) ∈ X ×Y where X is the hypothesis and Y the alternative. Particularly, this guarantees that the correspond...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2005
ISSN: 0090-5364
DOI: 10.1214/009053604000000896