Minimax optimal sequential hypothesis tests for Markov processes
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Publication:2215752
DOI10.1214/19-AOS1899zbMath1460.62131arXiv1811.04286OpenAlexW3087611683MaRDI QIDQ2215752
Michael Fauß, H. Vincent Poor, Abdelhak M. Zoubir
Publication date: 14 December 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.04286
multiple hypothesis testingsequential analysisrobust hypothesis testingminimax proceduresdistributional uncertainty
Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)
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