- Thesis:
*Bachelor in Mathematics*- Author:
**Maria Frech**- Title:
*Minimax optimality of adaptive Fisher tests*- Supervisors:
- Sandra Schluttenhofer and Jan JOHANNES
- Abstract:
- In this thesis we consider an adaptive test, based on model
selection, which is designed to test whether the expectation of a
Gaussian vector with
*n*independent components belongs to a linear subspace of the*n*-dimensional real numbers or to a nonparametric alternative. We choose the minimax approach to evaluate its performance. Further we discuss a general method for obtaining lower bounds on the minimax radius. - References:
- Y. Baraud, S. Huet and B. Laurent.
*Adaptive tests of linear hypotheses by model selection.*The Annals of Statistics, 31(1):225-251, 2003.