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

DOI10.1007/BF02926028zbMATH Open0820.62012MaRDI QIDQ1893391FDOQ1893391

Authors: Yanyan Li 

Publication date: 3 July 1995

Published in: Statistical Papers (Search for Journal in Brave)

Recommendations

• Recursive testing of multiple hypotheses: Consistency and efficiency of the Bayes rule
• A full-information best-choice problem with finite memory
• scientific article; zbMATH DE number 1569643
• Adaptive decision making for stochastic processes
• scientific article; zbMATH DE number 1057569

zbMATH Keywords

consistencyrate of convergenceasymptotic efficiencyinconsistencynecessary and sufficient conditionerror probabilitiesmultiple decision problemboundedness of the likelihood ratioscurrent observationprevious decisionstepwise maximum likelihood procedure

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99) Sequential estimation (62L12) Compound decision problems in statistical decision theory (62C25)

Cites Work

• Learning with Finite Memory
• Optimal finite memory learning algorithms for the finite sample problem
• Hypothesis Testing with Finite Statistics
• Recursive testing of multiple hypotheses: Consistency and efficiency of the Bayes rule
• Multiple hypothesis testing by finite memory algorithms
• Lower Bound on the Error Probability for Families with Bounded Likelihood Ratios

This page was built for publication: Recursive procedures for multiple decisions: Finite time memory and stepwise maximum likelihood procedure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1893391)