Recursive testing of multiple hypotheses: Consistency and efficiency of the Bayes rule

DOI10.1214/aos/1176325487zbMath0815.62009OpenAlexW2052869544MaRDI QIDQ1339682

Andrew. L. Rukhin

Publication date: 29 June 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325487

zbMATH Keywords

rate of convergenceconsistencyasymptotic efficiencyexponential familyinconsistencyBayes riskerror probabilitiesboundedness of the likelihood ratiosdiscrete familymultiple hypotheses testing problemrecursive Bayes rulerecursive Sakrison's procedurestepwise Bayes rule

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Asymptotic properties of parametric tests (62F05)

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