A Bootstrap Based Neyman-Pearson Test for Identifying Variable Importance
نویسندگان
چکیده
منابع مشابه
Generalized Neyman - Pearson Lemma
We extend the classical Neyman-Pearson theory for testing composite hypotheses versus composite alternatives, using a convex duality approach as in Witting (1985). Results of Aubin & Ekeland (1984) from non-smooth convex analysis are employed, along with a theorem of Komll os (1967), in order to establish the existence of a max-min optimal test and to investigate its properties. The theory is i...
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ژورنال
عنوان ژورنال: IEEE Transactions on Neural Networks and Learning Systems
سال: 2015
ISSN: 2162-237X,2162-2388
DOI: 10.1109/tnnls.2014.2320415