Minimax optimal sequential hypothesis tests for Markov processes

DOI10.1214/19-AOS1899zbMath1460.62131arXiv1811.04286MaRDI QIDQ2215752

Michael Fauß, H. Vincent Poor, Abdelhak M. Zoubir

Publication date: 14 December 2020

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

Full work available at URL: https://arxiv.org/abs/1811.04286

zbMATH Keywords

multiple hypothesis testing; sequential analysis; robust hypothesis testing; minimax procedures; distributional uncertainty

Mathematics Subject Classification ID

62F35: Robustness and adaptive procedures (parametric inference)

62C20: Minimax procedures in statistical decision theory

62L10: Sequential statistical analysis

62M02: Markov processes: hypothesis testing

Related Items

An optimal sequential procedure for determining the drift of a Brownian motion among three values

Uses Software

• robustbase

Cites Work

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