@article{BlanchardCarpentierGutzeit2018, author = {Blanchard, Gilles and Carpentier, Alexandra and Gutzeit, Maurilio}, title = {Minimax Euclidean separation rates for testing convex hypotheses in R-d}, series = {Electronic journal of statistics}, volume = {12}, journal = {Electronic journal of statistics}, number = {2}, publisher = {Institute of Mathematical Statistics}, address = {Cleveland}, issn = {1935-7524}, doi = {10.1214/18-EJS1472}, pages = {3713 -- 3735}, year = {2018}, abstract = {We consider composite-composite testing problems for the expectation in the Gaussian sequence model where the null hypothesis corresponds to a closed convex subset C of R-d. We adopt a minimax point of view and our primary objective is to describe the smallest Euclidean distance between the null and alternative hypotheses such that there is a test with small total error probability. In particular, we focus on the dependence of this distance on the dimension d and variance 1/n giving rise to the minimax separation rate. In this paper we discuss lower and upper bounds on this rate for different smooth and non-smooth choices for C.}, language = {en} }