- Thesis:
- Bachelor in Mathematics
- Author:
- Maria Frech
- Title:
- Minimax optimality of adaptive Fisher tests
- Supervisors:
- Sandra Schluttenhofer and Jan JOHANNES
- Abstract:
- In this thesis we consider an adaptive test, based on model selection, which is designed to test whether the expectation of a Gaussian vector with n independent components belongs to a linear subspace of the n-dimensional real numbers or to a nonparametric alternative. We choose the minimax approach to evaluate its performance. Further we discuss a general method for obtaining lower bounds on the minimax radius.
- References:
- Y. Baraud, S. Huet and B. Laurent. Adaptive tests of linear hypotheses by model selection. The Annals of Statistics, 31(1):225-251, 2003.
| Statistics Group | Institute for Mathematics | Faculty of Mathematics and Computer Science | University Heidelberg |