Asymptotic robust Neyman-Pearson hypothesis testing based on moment classes | IEEE Conference Publication | IEEE Xplore

Asymptotic robust Neyman-Pearson hypothesis testing based on moment classes


Abstract:

A robust hypothesis testing framework is introduced in which candidate hypotheses are characterized by moment classes. It is shown that there exists a test sequence that ...Show More

Abstract:

A robust hypothesis testing framework is introduced in which candidate hypotheses are characterized by moment classes. It is shown that there exists a test sequence that is asymptotically optimal in the min-max sense, and that it is expressed as a comparison of a log-linear combination of the constraint functions to a predetermined threshold.
Date of Conference: 27 June 2004 - 02 July 2004
Date Added to IEEE Xplore: 10 January 2005
Print ISBN:0-7803-8280-3
Conference Location: Chicago, IL, USA

Contact IEEE to Subscribe