Statistical Experiments and Decisions

DOI10.1142/4247zbMath0967.62002OpenAlexW2418833220MaRDI QIDQ4526783

Albert N. Shiryaev, Vladimir Spokoiny

Publication date: 28 January 2001

Published in: Advanced Series on Statistical Science & Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/4247

zbMATH Keywords

local asymptotic normalitycontiguityautoregressive modelsminimax boundconvergence of experimentscomparison of statistical experimentslikelihood ratio processessmixed local asymptotic normality

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) General considerations in statistical decision theory (62C05)

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