Special Capacities, the Hunt-Stein Theorem and Transformation Groups
The Annals of Statistics · 1992 · Volume 20 · Issue 2
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.
Keywords
62A05; 62C20; 62G35; 62H15; approximate binormality; Hunt-Stein theorem; robust test; Special capacity;
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