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

DOI10.1007/BF01152385zbMATH Open0534.60006MaRDI QIDQ790509FDOQ790509

Authors: M. V. Burnashev 

Publication date: 1983

Published in: Mathematical Notes (Search for Journal in Brave)

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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)

Cites Work

• Title not available (Why is that?)
• Convex measures on locally convex spaces
• Title not available (Why is that?)
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• On linear statistical problems in stochastic processes
• Title not available (Why is that?)
• On Invariance of Bayes Estimates for Generalized Random Variables
• Title not available (Why is that?)

Cited In (10)

• On the correct discrimination of Gaussian hypotheses
• Hypothesis testing via Euclidean separation
• Hypothesis testing via affine detectors
• Hypothesis testing by convex optimization
• On sequential hypotheses testing via convex optimization
• On Neyman-Pearson minimax detection of Poisson process intensity
• On minimax robust testing of composite hypotheses on Poisson process intensity
• Dominierberkeit gauss'scher statistischer strukturen in hillberträumen
• Title not available (Why is that?)
• Aggregating estimates by convex optimization

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