| Title:
|
Asymptotic behaviour of the robust test in the Rieder's model of contamination (English) |
| Author:
|
Víšek, Jan Ámos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
17 |
| Issue:
|
6 |
| Year:
|
1981 |
| Pages:
|
479-488 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F05 |
| MSC:
|
62F35 |
| idZBL:
|
Zbl 0485.62033 |
| idMR:
|
MR674063 |
| . |
| Date available:
|
2009-09-24T17:24:23Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125644 |
| . |
| Reference:
|
[1] H. Chernoff: A measure of asymptotic efficiency for tests of hypothesis based on the sum of observations.Ann. Math. Statist. 23 (1952), 493-507. MR 0057518 |
| Reference:
|
[2] G. Choquet: Theory of capacities.Ann. Inst. Fourier 5 (1953/1954), 131-292. MR 0080760 |
| Reference:
|
[3] P. J. Huber: A robust version of the probability ratio test.Ann. Math. Statist. 36 (1965), 1753-1758. Zbl 0137.12702, MR 0185747 |
| Reference:
|
[4] P. J. Huber V. Strassen: Minimax tests and the Neyman-Pearson lemma for capacities.Ann. Statist. 1 (1973), 251-263. MR 0356306 |
| Reference:
|
[5] H. Rieder: Least favourable pairs for special capacities.Ann. Statist. 5 (1977), 909-921. MR 0468005 |
| Reference:
|
[6] H. Rieder: A robust asymptotic testing model.Ann. Statist. 6 (1978), 1080-1094. Zbl 0411.62020, MR 0499574 |
| Reference:
|
[7] J. Á. Víšek: Asymptotic behaviour of the likelihood ratio test under presence of deviations of the model.Kybernetika 17 (1981), 5, 380-393. MR 0648210 |
| Reference:
|
[8] J. Á. Víšek: Bounds of the asymptotic rate of convergence of the error probabilities of a robust test.Problems of Control and Information Theory 10 (1981), 4, 253 - 266. MR 0629517 |
| Reference:
|
[9] H. M. Халфина Л. A. Халфин: Об устойчивом варианте теста отношения правдоподобия.Teopия вepoятностей и ее применения XX (1975), 1, 203-206. Zbl 1231.90252 |
| . |
