RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1995 Volume 40, Issue 1, Pages 54–67 (Mi tvp3290)

This article is cited in 8 papers

Asymptotic minimaxity of tests of the Kolmogorov and omega-square types

M. S. Ermakov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences

Abstract: The asymptotic minimaxity of tests of the Kolmogorov and omega-square types is proved under natural nonparametric sets of alternatives. The tests are compared using a new asymptotic bound for the probabilities of moderate large deviations for the type I and type II errors. Our proof relies heavily on qualitatively new theorems about the probabilities of moderate large deviations of empirical measures.

Keywords: nonparametric hypotheses testing, asymptotic efficiency, asymptotic minimaxity, large deviations, Kolmogorov's test, omega-square test.

Received: 28.11.1988
Revised: 12.05.1994


 English version:
Theory of Probability and its Applications, 1995, 40:1, 41–51

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025