Minimax invariant regret solution to the \(N\)-sample slippage problem

zbMath0903.62006MaRDI QIDQ1269543

Alexander G. Tartakovsky

Publication date: 10 January 1999

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

least favorable distributionprior uncertaintymultiple decision problemminimax invariant testsminimax regret testslippage problemtesting multiple hypotheses

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01) Asymptotic properties of parametric tests (62F05)

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Asymptotically optimal sequential FDR and pFDR control with (or without) prior information on the number of signals

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