Imagen de Portada

Weighted Chernoff information and optimal loss exponent in context-sensitive hypothesis testing

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Kelbert, Mark, Kalimulina, El'mira Yu.
Formato:	Preprint
Publicado:	2026
Materias:	Statistics Theory Information Theory Probability 62F03, 60F10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Context-sensitive hypothesis-testing and exponential families
por: Kelbert, Mark, et al.
Publicado: (2024)

Uniform Lorden-type bounds for overshoot moments for standard exponential families: small drift and an exponential correction
por: Kalimulina, El'mira Yu., et al.
Publicado: (2026)

The power of forgetting in statistical hypothesis testing
por: Vovk, Vladimir
Publicado: (2024)

Multiple change-points detection based on U-Statistics under weak dependence
por: Ngatchou-Wandji, Joseph, et al.
Publicado: (2025)

Tests of independence for pairs of paths of non-stationary Gaussian processes
por: Ernst, Philip A., et al.
Publicado: (2025)

Bayes, E-values and Testing
por: Polson, Nicholas G., et al.
Publicado: (2026)

A sparsity test for multivariate Hawkes processes
por: Lotz, Antoine
Publicado: (2024)

Kernel Stein Discrepancy on Lie Groups: Theory and Applications
por: Qu, Xiaoda, et al.
Publicado: (2023)

Improved thresholds for e-values
por: Blier-Wong, Christopher, et al.
Publicado: (2024)

Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
por: Derumigny, Alexis, et al.
Publicado: (2021)

Variational Inference for Latent Variable Models in High Dimensions
por: Zhong, Chenyang, et al.
Publicado: (2025)

First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
por: Dehling, Herold, et al.
Publicado: (2026)

Statistical inference for mean-field queueing systems
por: Lambadaris, Ioannis, et al.
Publicado: (2024)

Efficient Concentration with Gaussian Approximation
por: Austern, Morgane, et al.
Publicado: (2022)

Probabilistic cellular automata with local transition matrices: synchronization, ergodicity, and inference
por: Bayraktar, Erhan, et al.
Publicado: (2024)

From Coefficients to Distributions: De~Moivre and the Operational View of Probability
por: Labouriau, R.
Publicado: (2026)

The central limit theorem for sum-functions of m-tuples of spacings
por: Mirakhmedov, Sherzod M.
Publicado: (2024)

A non-local estimator for locally stationary Hawkes processes
por: Deschatre, Thomas, et al.
Publicado: (2025)

Asymptotically distribution-free goodness-of-fit testing for point processes
por: Baars, Justin, et al.
Publicado: (2025)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
por: Żuławiński, Wojciech, et al.
Publicado: (2023)

Distributional Statistical Models: Weak Moments, Cumulants, and a Central Limit Theorem
por: Labouriau, R.
Publicado: (2026)

Robust estimation of a Markov chain transition matrix from multiple sample paths
por: Leskelä, Lasse, et al.
Publicado: (2025)

A Note on Physical Dependence and Mixing Conditions for Triangular Arrays
por: Heinrichs, Florian
Publicado: (2026)

Some parametric tests based on sample spacings
por: Singh, Rahul, et al.
Publicado: (2021)

Tame sparse exponential random graphs
por: Chakraborty, Suman, et al.
Publicado: (2024)

The relation of bias with risk in empirically constrained inferences
por: Sakthivadivel, Dalton A R
Publicado: (2025)

Beyond the delta method
por: Lejay, Antoine, et al.
Publicado: (2022)

On stable central limit theorems for multivariate discrete-time martingales
por: Häusler, Erich, et al.
Publicado: (2024)

Anytime-Valid Tests for Sparse Anomalies
por: Pérez-Ortiz, Muriel F., et al.
Publicado: (2025)

Moderate deviation principle for the chi-square statistics
por: Yu, Zhenhong, et al.
Publicado: (2025)

M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
por: Shimizu, Yasutaka
Publicado: (2025)

Detecting practically significant dependencies in metric spaces via distance correlations
por: Dette, Holger, et al.
Publicado: (2024)

Remarks on stationary GARCH processes under heavy tail distributions
por: Taberner-Ortiz, Marc, et al.
Publicado: (2026)

Layered Hill estimator for extreme data in clusters
por: Kang, Taegyu, et al.
Publicado: (2024)

Goodness-of-Fit Testing for Point Processes in Large Populations
por: Can, Sami Umut, et al.
Publicado: (2026)

Statistical inference for a stochastic generalized logistic differential equation
por: Baltazar-Larios, Fernando, et al.
Publicado: (2024)

Multiscale detection of practically significant changes in a gradually varying time series
por: Bastian, Patrick, et al.
Publicado: (2025)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
por: Desgagné, Alain, et al.
Publicado: (2025)

Optimal worst-risk minimization in structural equation models with random coefficients
por: Kennerberg, Philip, et al.
Publicado: (2023)

Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments
por: Ernst, Philip A., et al.
Publicado: (2023)