A note on robust detection

We introduce a simple new hypothesis testing procedure, which, based on an independent sample drawn from a certain density, detects which of $k$ nominal densities is the true density is closest to, under the total variation (L_{1}) distance. We obtain a density-free uniform exponential bound for the probability of false detection.

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Year of publication:	2000-08
Authors:	Devroye, Luc ; Györfi, László ; Lugosi, Gábor
Institutions:	Department of Economics and Business, Universitat Pompeu Fabra
Subject:	Robust detection \| hypotheses testing

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Extent:	application/pdf
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Language:	Norwegian
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005704891