MINIMAX TESTS FOR CONVEX CONES

被引：1

作者：

DUMBGEN, L

机构：

[1] Institut für Angewandte Mathematik, Universität Heidelberg, Heidelberg, D-69120

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1995年 / 47卷 / 01期

关键词：

BIAS; CONVEX CONE; COVARIANCE MATRIX; DUALITY; LINEAR REGRESSION; MINIMAX TEST; UNION INTERSECTION PRINCIPLE;

D O I：

10.1007/BF00773419

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let (P-theta : theta is an element of R(P)) be a simple shift, family of distributions on R(P), and let K subset of R(P) be a convex cone. Within the class of nonrandomized tests of K versus R(P)\K, whose acceptance region A satisfies A = A + K, a test with minimal bias is constructed. This minimax test is compared to a likelihood ratio type test, which is optimal with respect to a different criterion. The minimax test is mimicked in the context of linear regression and one-sided tests for covariance matrices.

引用

页码：155 / 165

页数：11