The Annals of Statistics
- Ann. Statist.
- Volume 20, Number 2 (1992), 1120-1128.
Special Capacities, the Hunt-Stein Theorem and Transformation Groups
The problem of maximin testing between families of probability measures generated by special capacities and transformation groups is solved by showing that the Hunt-Stein theorem is applicable to such, generally nondominated, families of probability measures and that the problem reduces to maximin testing between neighbourhoods of distributions of maximal invariant, defined by special capacities closely related to the initial ones. An application to testing approximate binormality is also sketched.
Ann. Statist., Volume 20, Number 2 (1992), 1120-1128.
First available in Project Euclid: 12 April 2007
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Szkutnik, Zbigniew. Special Capacities, the Hunt-Stein Theorem and Transformation Groups. Ann. Statist. 20 (1992), no. 2, 1120--1128. doi:10.1214/aos/1176348674. https://projecteuclid.org/euclid.aos/1176348674