Recursive testing of multiple hypotheses: Consistency and efficiency of the Bayes rule

DOI10.1214/AOS/1176325487MaRDI QIDQ1339682zbMATH OpenOpenAlexFDO

Authors Andrew L. Rukhin

Publication date 29 June 1995

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176325487

zbMATH Keywords

asymptotic efficiencyBayes riskboundedness of the likelihood ratiosconsistencydiscrete familyerror probabilitiesexponential familyinconsistencymultiple hypotheses testing problemrate of convergencerecursive Bayes rulerecursive Sakrison's procedurestepwise Bayes rule

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12)

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(1)

• Recursive procedures for multiple decisions: Finite time memory and stepwise maximum likelihood procedure

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