On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices (Q6173463)
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scientific article; zbMATH DE number 7715387
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| English | On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices |
scientific article; zbMATH DE number 7715387 |
Statements
On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices (English)
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21 July 2023
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minimax hypothesis testing
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first-kind error probability
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second-kind error probability
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error exponent
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Stein's lemma
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Neyman-Pearson problem
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0.863534152507782
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0.7484449744224548
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0.748407781124115
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