Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution

DOI10.1007/BF01152385zbMATH0534.60006MaRDI QIDQ790509FDOQ790509

Authors M. V. Burnashev

Publication date 1983

Published in Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Gaussian measureproblem of the minimax discrimination

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Gaussian processes (60G15) Probability measures on topological spaces (60B05)

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Cites work

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• scientific article; zbMATH DE number 3273587 (Why is no real title available?)
• scientific article; zbMATH DE number 3319166 (Why is no real title available?)
• Convex measures on locally convex spaces
• On Invariance of Bayes Estimates for Generalized Random Variables
• On linear statistical problems in stochastic processes

Cited in

(10)

• Hypothesis testing by convex optimization
• On Neyman-Pearson minimax detection of Poisson process intensity
• On the correct discrimination of Gaussian hypotheses
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• On sequential hypotheses testing via convex optimization
• Dominierberkeit gauss'scher statistischer strukturen in hillberträumen
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• Hypothesis testing via affine detectors
• On minimax robust testing of composite hypotheses on Poisson process intensity
• Aggregating estimates by convex optimization

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