activity
20132023
most citedOn distinguishability of hypotheses

2 citations · 3 across the 7 of their papers we have counts for

collaborators

8 papers

math.ST2023

On uniformly consistent tests

Mikhail Ermakov

Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in , $p >1…

math.ST2022

Nonparametric signal detection with small values of type I and type II error probabilities

Mikhail Ermakov

We consider problem of signal detection in Gaussian white noise. Test statistics are linear combinations of squares of estimators of Fourier coefficients or -norms of…

math.ST2020

On uniform consistency of nonparametric tests II

Mikhail Ermakov

For Kolmogorov test we find natural conditions of uniform consistency of sets of alternatives approaching to hypothesis. Sets of alternatives can be defined both in terms of distri…

math.ST2018★ 1 cited

On consistency and inconsistency of nonparametric tests

Mikhail Ermakov

For tests with increasing number of cells, Cramer-von Mises tests, tests generated - norms of kernel estimators and tests generated quadratic forms of estimator…

math.ST2017

On maxispaces of nonparametric tests

Mikhail Ermakov

For the problems of nonparametric hypothesis testing we introduce the notion of maxisets and maxispace. We point out the maxisets of tests, Cramer-von Mises tests, tests gene…

math.ST2017

On One Property of Tikhonov Regularization Algorithm

Mikhail Ermakov

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in t…