Almost sure testability of classes of densities


Autoria(s): Devroye, Luc; Lugosi, Gábor
Contribuinte(s)

Universitat Pompeu Fabra. Departament d'Economia i Empresa

Data(s)

15/09/2005

Resumo

Let a class $\F$ of densities be given. We draw an i.i.d.\ sample from a density $f$ which may or may not be in $\F$. After every $n$, one must make a guess whether $f \in \F$ or not. A class is almost surely testable if there exists such a testing sequence such that for any $f$, we make finitely many errors almost surely. In this paper, several results are given that allowone to decide whether a class is almost surely testable. For example, continuity and square integrability are not testable, but unimodality, log-concavity, and boundedness by a given constant are.

Identificador

http://hdl.handle.net/10230/1024

Idioma(s)

eng

Direitos

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info:eu-repo/semantics/openAccess

<a href="http://creativecommons.org/licenses/by-nc-nd/3.0/es/">http://creativecommons.org/licenses/by-nc-nd/3.0/es/</a>

Palavras-Chave #Statistics, Econometrics and Quantitative Methods #density estimation #kernel estimate #convergence #testing #asymptotic optimality #minimax rate #minimum distance estimation #total boundedness
Tipo

info:eu-repo/semantics/workingPaper