An asymptotically least-favorable Chernoff bound for a large class of dependent data processes (Q3028128)
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scientific article; zbMATH DE number 4015967
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| English | An asymptotically least-favorable Chernoff bound for a large class of dependent data processes |
scientific article; zbMATH DE number 4015967 |
Statements
An asymptotically least-favorable Chernoff bound for a large class of dependent data processes (English)
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1987
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worst-case asymptotic error probability
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one-shift dependency bound
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dependency contamination class
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exponential rate of decrease of detection error probabilities
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uniform least-favorability principle
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dependency structure
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bounded memoryless detectors
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Pitman's asymptotic relative efficiency
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finite-sample error probabilities
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finite-sample Chernoff bounds
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0.88978004
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0.87880003
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0.86385685
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0.86205834
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0.8601707
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0.85881704
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