A note on robust detection

Luc Devroye, László Györfi and Gabor Lugosi

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: We introduce a simple new hypothesis testing procedure, which, based on an independent sample drawn from a certain density, detects which of $k$ nominal densities is the true density is closest to, under the total variation (L_{1}) distance. We obtain a density-free uniform exponential bound for the probability of false detection.

Keywords: Robust detection; hypotheses testing (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
Date: 2000-08
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:upf:upfgen:505

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