Robust Hypothesis Testing with Band Models for the Probability Densities.
MOORE SCHOOL OF ELECTRICAL ENGINEERING PHILADELPHIA PA DEPT OF SYSTEMS ENGINEERING
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Hubers robust probability ratio test for classes of density functions described by contamination and bounded total-variation models are extended for band-models for the densities. A connection between the least favorable risk pair of densities and distance-measure based robustness is made explicit. Author
- Statistics and Probability