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An asymptotically least-favorable Chernoff bound for a large class of dependent data processes - MaRDI portal

An asymptotically least-favorable Chernoff bound for a large class of dependent data processes (Q3028128)

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An asymptotically least-favorable Chernoff bound for a large class of dependent data processes
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    An asymptotically least-favorable Chernoff bound for a large class of dependent data processes (English)
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    1987
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    worst-case asymptotic error probability
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    one-shift dependency bound
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    dependency contamination class
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    exponential rate of decrease of detection error probabilities
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    uniform least-favorability principle
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    dependency structure
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    bounded memoryless detectors
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    Pitman's asymptotic relative efficiency
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    finite-sample error probabilities
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    finite-sample Chernoff bounds
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