On Stein's lemma in hypotheses testing in general non-asymptotic case

DOI10.1007/s11203-022-09278-4OpenAlexW4293113350WikidataQ114689298 ScholiaQ114689298MaRDI QIDQ2694802

Marat V. Burnashev

Publication date: 4 April 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.12684

zbMATH Keywords

testing of hypothesesStein's exponenttype-I and type-II error probabilities

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Related Items (1)

On minimax detection of Gaussian stochastic sequences with imprecisely known means and covariance matrices

Cites Work

• On Neyman-Pearson minimax detection of Poisson process intensity
• On detection of Gaussian stochastic sequences
• Large-Sample Theory: Parametric Case
• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
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