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Title:

Testing Many and Possibly Singular Polynomial Constraints

Document type:
Zeitschriftenaufsatz
Author(s):
Sturma, Nils; Drton, Mathias; Leung, Dennis
Abstract:
We consider the problem of testing a null hypothesis defined by polynomial equality and inequality constraints on a statistical parameter. Testing such hypotheses can be challenging because the number of relevant constraints may be on the same order or even larger than the number of observed samples. Moreover, standard distributional approximations may be invalid due to singularities in the null hypothesis. We propose a general testing methodology that aims to circumvent these difficulties. The...     »
Dewey Decimal Classification:
510 Mathematik
Journal title:
Preprint
Year:
2022
Language:
en
Fulltext / DOI:
doi:10.48550/ARXIV.2208.11756
Publisher:
arXiv
Status:
Preprint / submitted
Date of publication:
24.08.2022
Semester:
SS 22
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX