On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices

DOI10.1134/S0032946022030061zbMath1518.94017arXiv2302.13254OpenAlexW4312637949MaRDI QIDQ6173463

Marat V. Burnashev

Publication date: 21 July 2023

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.13254

zbMATH Keywords

error exponentminimax hypothesis testingStein's lemmaNeyman-Pearson problemfirst-kind error probabilitysecond-kind error probability

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) General considerations in statistical decision theory (62C05)

Cites Work

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• On minimax detection of Gaussian stochastic sequences and Gaussian stationary signals
• On detection of Gaussian stochastic sequences
• On Stein's lemma in hypotheses testing in general non-asymptotic case
• Matrix Analysis
• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise

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