| Title:
|
A rank decision rule for a combined problem of testing and classification (English) |
| Author:
|
Nguyen, van Huu |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
19 |
| Issue:
|
3 |
| Year:
|
1974 |
| Pages:
|
152-168 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper concerns the problem of testing the hypothesis of randomness against a group of regression alternatives combined with a subsequent decision which of the alternatives is true. A rank decision rule for this problem is proposed which is locally optimal. For some special cases also the asymptotic distributions of the testing statistics are studied. () |
| MSC:
|
62G10 |
| MSC:
|
62H30 |
| idZBL:
|
Zbl 0297.62028 |
| idMR:
|
MR0356356 |
| DOI:
|
10.21136/AM.1974.103526 |
| . |
| Date available:
|
2008-05-20T17:58:42Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103526 |
| . |
| Reference:
|
[1] Doob J. L.: Heuristic approach to the Kolmogorov - Smirnov theorem.Annals of Math. Stat. 20 (1949), 393-403. 10.1214/aoms/1177729991 |
| Reference:
|
[2] Hájek J., Šidák Z.: Theory of Rank Tests.Academia, Publishing House of the Czechoslovak Academy of Sciences. Praha 1967. MR 0229351 |
| Reference:
|
[3] Hall I. J., Kudo A.: On slippage tests I. A generalization of Neyman-Pearson's Lemma.Annals of Math. Stat. 39 (1968), 1693-1699. Zbl 0182.51401, 10.1214/aoms/1177698151 |
| Reference:
|
[4] Hall I. J., Kudo A., Yeh N.C.: On slippage tests II. Similar slippage tests.Annals of Math. Stat. 39 (1968), 2029-2037. Zbl 0176.48601, 10.1214/aoms/1177698030 |
| Reference:
|
[5] Karlin S., Truax D. R.: Slippage problems.Annals of Math. Stat. 31 (1960), 296-324. Zbl 0131.35602, 10.1214/aoms/1177705895 |
| Reference:
|
[6] Mosteller F.: A k-sample slippage test for an extreme population.Annals of Math. Stat. 19 (1948), 53-65. Zbl 0031.37102, 10.1214/aoms/1177730290 |
| Reference:
|
[7] Nguyen van Huu: Rank test of hypothesis of randomness against a group of regression alternatives.Aplikace Matematiky 17 (1972), 422-447. Zbl 0258.62025, MR 0315837 |
| Reference:
|
[8] Paulson E.: An optimal solution to k-sample slippage problem for the normal distribution.Annals of Math. Stat. 23 (1952), 610-616, MR 0052077, 10.1214/aoms/1177729340 |
| Reference:
|
[9] Pfanzagl J.: Ein kombiniertes Test & Klassifikations-Problem.Metrika 2 (1959), 11-45. MR 0102149, 10.1007/BF02613721 |
| Reference:
|
[10] Slepian D.: The one-sided barrier problem for Gaussian noise.Bell System Techn. J. 41 (1962), 463-501. MR 0133183, 10.1002/j.1538-7305.1962.tb02419.x |
| Reference:
|
[11] Truax D. R.: An optimum slippage test for the variance of k normal distributions.Annals of Math. Stat. 24 (1953) 669-674. MR 0060784, 10.1214/aoms/1177728923 |
| . |
