An asymptotic minimax testing of nonparametric hypotheses on the density of the distribution of an independent sample

Yu. I. Ingster

doi:10.1007/bf01091440

An asymptotic minimax testing of nonparametric hypotheses on the density of the distribution of an independent sample

Journal of Soviet Mathematics ◽

10.1007/bf01091440 ◽

1986 ◽

Vol 33 (1) ◽

pp. 744-758 ◽

Cited By ~ 2

Author(s):

Yu. I. Ingster

Keyword(s):

Minimax Testing ◽

Asymptotic Minimax

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Asymptotic minimax testing of independence hypothesis

Journal of Soviet Mathematics ◽

10.1007/bf01095384 ◽

1989 ◽

Vol 44 (4) ◽

pp. 466-476 ◽

Cited By ~ 1

Author(s):

Yu. I. Ingster

Keyword(s):

Minimax Testing ◽

Asymptotic Minimax ◽

Independence Hypothesis

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ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS

Statistics & Risk Modeling ◽

10.1524/strm.2001.19.2.121 ◽

2001 ◽

Vol 19 (2) ◽

Author(s):

M.N. Mishra ◽

B.L.S. Prakasa Rao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Minimax Estimation ◽

Discrete Observations ◽

Nonlinear Stochastic Differential Equations ◽

Asymptotic Minimax

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A Note on Minimax Testing and Confidence Intervals in Moment Inequality Models

SSRN Electronic Journal ◽

10.2139/ssrn.2540091 ◽

2014 ◽

Cited By ~ 4

Author(s):

Timothy B. Armstrong

Keyword(s):

Confidence Intervals ◽

Moment Inequality ◽

Minimax Testing

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Minimax testing of the hypothesis of independence for ellipsoids inl p

Journal of Mathematical Sciences ◽

10.1007/bf02362345 ◽

1996 ◽

Vol 81 (1) ◽

pp. 2406-2420 ◽

Cited By ~ 1

Author(s):

Yu. I. Ingster

Keyword(s):

Minimax Testing

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Asymptotic minimax risk of predictive density estimation for non-parametric regression

Bernoulli ◽

10.3150/09-bej222 ◽

2010 ◽

Vol 16 (2) ◽

pp. 543-560 ◽

Cited By ~ 1

Author(s):

Xinyi Xu ◽

Feng Liang

Keyword(s):

Density Estimation ◽

Minimax Risk ◽

Predictive Density ◽

Parametric Regression ◽

Asymptotic Minimax ◽

Non Parametric

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On Asymptotic Minimax Estimates of the Second Order

Theory of Probability and Its Applications ◽

10.1137/1125066 ◽

1981 ◽

Vol 25 (3) ◽

pp. 552-568 ◽

Cited By ~ 15

Author(s):

B. Ya. Levit

Keyword(s):

Second Order ◽

Asymptotic Minimax

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Local Asymptotic Minimax Risk Bounds for Asymmetric Loss Functions

The Annals of Statistics ◽

10.1214/aos/1176325356 ◽

1994 ◽

Vol 22 (1) ◽

pp. 39-48 ◽

Cited By ~ 8

Author(s):

Yoshiji Takagi

Keyword(s):

Loss Functions ◽

Minimax Risk ◽

Asymmetric Loss ◽

Asymptotic Minimax ◽

Risk Bounds

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Asymptotic minimax regret for data compression, gambling and prediction

Proceedings of IEEE International Symposium on Information Theory ◽

10.1109/isit.1997.613240 ◽

2002 ◽

Author(s):

Qun Xie ◽

A.R. Barron

Keyword(s):

Data Compression ◽

Minimax Regret ◽

Asymptotic Minimax

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Jeffreys' prior yields the asymptotic minimax redundancy

Proceedings of 1994 Workshop on Information Theory and Statistics ◽

10.1109/wits.1994.513856 ◽

2002 ◽

Cited By ~ 1

Author(s):

B.S. Clarke ◽

A.R. Barron

Keyword(s):

Jeffreys Prior ◽

Asymptotic Minimax

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Asymptotic minimax properties of M-estimators of scale

Statistics & Probability Letters ◽

10.1016/0167-7152(90)90015-y ◽

1990 ◽

Vol 10 (5) ◽

pp. 363-368 ◽

Cited By ~ 3

Author(s):

Douglas P. Wiens ◽

K.H.Eden Wu

Keyword(s):

Asymptotic Minimax

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