scientific article; zbMATH DE number 176080

MaRDI QIDQ4035180zbMATH OpenFDO

Authors Dimitri Kazakos

Publication date 18 May 1993

zbMATH Keywords

asymptotic convergence of the error rates to zeroasymptotic error probabilitiesChernoff's asymptotically correct error probability expressionerror probabilityGaussian multivariate stationary random processesinformational divergence distancesMarkov chain datamaximum-likelihoodmismatchmultidimensional version of Chernoff's boundmultiple hypothesesmultisensor datanecessary and sufficient conditionssignal detection systemsupper bounds

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric tests (62F05) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes (62M99) Survival analysis and censored data (62N99)

Recommendations

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Cited in

(6)

• Non-asymptotic sub-Gaussian error bounds for hypothesis testing
• Asymptotic analysis of error probabilities for the nonzero-mean Gaussian hypothesis testing problem
• Efficient p-value estimation in massively parallel testing problems
• A New Lower Bound for Multiple Hypothesis Testing
• Hypothesis testing with multiterminal data compression
• On the asymptotics of M-hypothesis Bayesian detection

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