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A fixed point approach to local minimax theory
Published online by Cambridge University Press: 24 October 2008
Abstract
The generalized Neyman-Pearson theorem for constructing robust hypothesis tests proved by Huber and Strassen is obtained here as an application of the Kakutani-Fan fixed point theorem. The same technique is applied to obtain the existence of locally minimax estimators.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 99 , Issue 2 , March 1986 , pp. 339 - 346
- Copyright
- Copyright © Cambridge Philosophical Society 1986