Minimax invariant regret solution to the \(N\)-sample slippage problem (Q1269543)
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scientific article; zbMATH DE number 1215625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax invariant regret solution to the \(N\)-sample slippage problem |
scientific article; zbMATH DE number 1215625 |
Statements
Minimax invariant regret solution to the \(N\)-sample slippage problem (English)
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10 January 1999
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slippage problem
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testing multiple hypotheses
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least favorable distribution
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prior uncertainty
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minimax regret test
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multiple decision problem
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minimax invariant tests
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