Minimax Weights in a Trend Detection Problem of a Random Process

DOI10.1137/1116031MaRDI QIDQ5647778zbMATH OpenOpenAlexFDO

Authors I. L. Legostaeva, Albert N. Shiryaev

Publication date 1971

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1116031

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cited in

(8)

• Robust design in a two treatment comparison in the presence of a covariate
• Remarks on extremal problems in nonparametric curve estimation
• Minimax linear estimation at a boundary point
• Nonlinear system identification via direct weight optimization
• Sharp adaptive estimation of linear functionals.
• Some algorithms of realistic statistics
• Non asymptotic minimax estimation of functionals with noisy observations
• Relative efficiencies of model robust estimators in two-dimensional situations

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