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2003 | OriginalPaper | Chapter

Minimax Nonparametric Goodness-of-Fit Testing

Authors : Yuri I. Ingster, Irina A. Suslina

Published in: Foundations of Statistical Inference

Publisher: Physica-Verlag HD

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We discuss and study minimax nonparametric goodness-of-fit testing problems under Gaussian models in the sequence space and in the functional space. The unknown signal is assumed to vanish under the null-hypothesis. We consider alternatives under two-side constraints determined by Besov norms. We present the description of the types of sharp asymptotics under the sequence space model and of the rate asymptotics under the functional model. The structures of asymptotically minimax and minimax consistent test procedures are given. These results extend recent results of the paper [12]. The results for an adaptive setting are presented as well.

Metadata
Title
Minimax Nonparametric Goodness-of-Fit Testing
Authors
Yuri I. Ingster
Irina A. Suslina
Copyright Year
2003
Publisher
Physica-Verlag HD
DOI
https://doi.org/10.1007/978-3-642-57410-8_13