Nonparametric Goodness-of-Fit Testing Under Gaussian Models:
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Bibliographische Detailangaben
1. Verfasser: Ingster, Yu. I. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York, NY Springer New York 2003
Schriftenreihe:Lecture Notes in Statistics 169
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Beschreibung:In this book we would like to present some aspects of the modern theory of goodness-of-fit testing developed since the 1980s. Certainly we do not try to consider the subject in fuH. The selection of material corresponds to the author's interests. In particular, we consider the mathematical side of the problem; more exactly, we study asymptotically minimax setting in the problem (however, a lot of results are not asymptotic) and we do not discuss any related applied problems. To explain the main direction of our study we would like to make some general remarks. There are two main problems in Statistics: estimation theory and hypothesis testing. For the classical finite-parametric case these problems were studied in parallel. The studies are based on the common grounds: mainly they are Fisher's Maximum Likelihood principle and Le Cam's Local Asymptotical Normality property. On the other hand, a lot of statistical problems are not parametrie in the classical sense: the objects of estimation or testing are functions, im­ ages, and so on. These can be treated as unknown infinite-dimensional parameters which belong to specifie functional sets. This approach to non­ par ametrie estimation under asymptotically minimax setting was started in the 1960s-1970s by Chentsov, Ibragimov and Khasminskii, Pinsker, among others. It was developed very intensively for wide classes of functional sets and loss functions by Donoho, Johnstone, Kerkyacharian, Pieard, Lepski, Mammen, Spokoiny, Tsybakov, among others
Beschreibung:1 Online-Ressource (XIV, 457 p)
ISBN:9780387215808
9780387955315
ISSN:0930-0325
DOI:10.1007/978-0-387-21580-8

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