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A fixed point approach to local minimax theory

Published online by Cambridge University Press:  24 October 2008

W. J. R. Eplett
W. J. R. Eplett
Affiliation:
Mathematical Institute, University of Oxford, Oxford OX1 3LB
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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

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References

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