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June, 1992 Special Capacities, the Hunt-Stein Theorem and Transformation Groups
Zbigniew Szkutnik
Ann. Statist. 20(2): 1120-1128 (June, 1992). DOI: 10.1214/aos/1176348674

Abstract

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.

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Zbigniew Szkutnik. "Special Capacities, the Hunt-Stein Theorem and Transformation Groups." Ann. Statist. 20 (2) 1120 - 1128, June, 1992. https://doi.org/10.1214/aos/1176348674

Information

Published: June, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0925.62017
MathSciNet: MR1165610
Digital Object Identifier: 10.1214/aos/1176348674

Subjects:
Primary: 62G35
Secondary: 62A05, 62C20, 62H15

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 2 • June, 1992
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