Almost optimal sequential tests of discrete composite hypotheses

DOI10.5705/SS.2012.082SzbMath1417.62228arXiv1204.5291OpenAlexW2962824236MaRDI QIDQ2864552

Alexander G. Tartakovsky, Georgios Fellouris

Publication date: 25 November 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.5291

zbMATH Keywords

asymptotic optimalitygeneralized likelihood ratiominimax sequential testsmixture-based tests

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) Sequential statistical analysis (62L10)

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Minimax optimal sequential hypothesis tests for Markov processes ⋮ Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis

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