On uniformly consistent tests
Abstract
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the center at the point of hypothesis and radii of balls tend to zero as sample size increases. For problem of hypothesis testing on a density, we show that, for the sets of alternatives, there are uniformly consistent tests for some sequence of radii of the balls, if and only if, convex set is relatively compact. The results are established for problem of hypothesis testing on a density, for signal detection in Gaussian white noise, for linear illposed problems with random Gaussian noise and so on.
 Publication:

arXiv eprints
 Pub Date:
 March 2023
 DOI:
 10.48550/arXiv.2303.00680
 arXiv:
 arXiv:2303.00680
 Bibcode:
 2023arXiv230300680E
 Keywords:

 Mathematics  Statistics Theory;
 62F03;
 62G10;
 62G20 (Primary);
 G.3
 EPrint:
 12 pages