Paper #505
- Título:
- A note on robust detection
- Autores:
- Luc Devroye, László Györfi y Gábor Lugosi
- Data:
- Agosto 2000
- Resumen:
- 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.
- Palabras clave:
- Robust detection, hypotheses testing
- Códigos JEL:
- C13, C14
- Área de investigación:
- Estadística, Econometría y Métodos Cuantitativos
- Publicado en:
- IEEE Transactions on Information Theory, vol. 48, pp.2111--2114, 2002
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