Optimal detection of sparse gamma scale admixture with twice the null mean

Qikun Chen and Michael Stewart

Statistics & Probability Letters, 2024, vol. 209, issue C

Abstract: In a recent paper on sparse gamma scale mixture detection, lower bounds to optimal rates were derived in 4 different local alternative scenarios. Tests were presented attaining these rates in 3 of the scenarios, showing the bounds to be sharp in those cases. In this note we present a test that attains the bound in the fourth scenario, where the contaminating component has twice the null mean, showing the derived bound there to also be sharp. We also present a single test that attains the optimal rate in all 4 scenarios.

Keywords: Mixture; Optimal detection; Limiting power (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S016771522400052X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:209:y:2024:i:c:s016771522400052x

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2024.110083

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().