Abstract:
Let $X_1,\dots,X_n$ be independent identically distributed random variables having unknown density $f(x)$ in $L_2(\nu)$. The problem consists in testing the hypothesis $f(x)=p(x)$ against the alternative that $f(x)$ belongs to an ellipsoid in $L_2(\nu)$ from which a sphere with center at the point $p(x)$ is removed. To solve the problem we construct an asymptotically minimax sequence of tests. As an example the case where the ellipsoid is a sphere in a Sobolev space is considered.
Keywords:nonparametric testing of hypotheses, goodness-of-fit test, nonparametric set of alternatives, asymptotically minimax tests, optimal rate of convergence, testing hypotheses about the density of a distribution.