Detection boundary for a sparse gamma scale mixture model
SummaryWe derive the detection boundary for the one-sided version of the gamma scale mixture model where the contaminating component has a larger mean than the known reference distribution. We also derive an adaptive test which is able to almost uniformly attain the best possible performance in terms of detection of local alternatives.
Source: Australian and New Zealand Journal of Statistics - Category: Statistics Authors: Michael I. Stewart Tags: Original Article Source Type: research