Nonparametric Goodness-of-Fit Testing Under Gaussian Models /

This book presents the modern theory of nonparametric goodness-of-fit testing. The study is based on an asymptotic version of the minimax approach. The methods for the construction of asymptotically optimal, rate optimal, and optimal adaptive test procedures are developed. The authors present many n...

Full description

Bibliographic Details
Main Author: Ingster, Yu. I.
Corporate Author: SpringerLink (Online service)
Other Authors: Suslina, I. A.
Format: eBook
Language:English
Published: New York, NY : Springer New York, 2003.
Series:Lecture notes in statistics (Springer-Verlag) ; 169.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Non-Gaussian Asymptotics
  • Gaussian Asymptotics
  • Test Procedures
  • Gaussian Asymptotics: Reduction to Extreme Problems
  • Extreme Problems for Ellipsoids
  • Extreme Problems for Besov Bodies.