Minimax Weights in a Trend Detection Problem of a Random Process
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Publication:5647778
DOI10.1137/1116031zbMath0237.62060OpenAlexW2083326957MaRDI QIDQ5647778
I. L. Legostaeva, Albert N. Shiryaev
Publication date: 1971
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1116031
Related Items (8)
Robust design in a two treatment comparison in the presence of a covariate ⋮ Some algorithms of realistic statistics ⋮ Minimax linear estimation at a boundary point ⋮ Non Asymptotic Minimax Estimation of Functionals with Noisy Observations ⋮ Nonlinear system identification via direct weight optimization ⋮ Relative efficiencies of model robust estimators in two-dimensional situations ⋮ Remarks on extremal problems in nonparametric curve estimation ⋮ Sharp adaptive estimation of linear functionals.
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