Minimax sequential tests for many composite hypotheses. II.

DOI10.1137/S0040585X97983365MaRDI QIDQ3556698zbMATH OpenOpenAlexFDO

Authors Boris Brodsky, B. S. Darkhovskij

Publication date 26 April 2010

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

Full work available at URL https://doi.org/10.1137/s0040585x97983365

zbMATH Keywords

composite multihypothesis testingsequential tests

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10)

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(8)

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• A Sequential Procedure for Testing Many Composite Hypotheses
• A characterization of a minimax test in the problem of testing two composite hypotheses
• A characterization of maximin tests for two composite hypotheses

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