Minimax tests for convex cones

  • Lutz Dümbgen


Let (Pϑ : ϑ εR p ) be a simple shift family of distributions onR p , and letKR p be a convex cone. Within the class of nonrandomized tests ofK versusR p K, whose acceptance regionA satisfiesA=A+K, a test with minimal bias is constructed. This minimax test is compared to a likelihood ratio type test, which is optimal with respect to a different criterion. The minimax test is mimicked in the context of linear regression and one-sided tests for covariance matrices.

Key words and phrases

Bias convex cone covariance matrix duality linear regression minimax test union-intersection principle 


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Copyright information

© The Institute of Statistical Mathematics 1995

Authors and Affiliations

  • Lutz Dümbgen
    • 1
  1. 1.Institut für Angewandte MathematikUniversität HeidelbergHeidelbergGermany

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