Robust Hypothesis Testing Using Wasserstein Uncertainty Sets.

Rui Gao Liyan Xie Yao Xie Huan Xu

Published in: CoRR (2018)

Keyphrases

hypothesis testing
robust statistical
likelihood ratio
statistical tests
robust optimization
recursive algorithm
confidence intervals
likelihood ratio test
pointwise
null hypothesis
hypothesis test
search space
dynamic programming
computationally efficient
robust estimation
test statistic