Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems

DOI10.1080/07474940801989111zbMath1274.62512arXiv1110.5731OpenAlexW2042255463MaRDI QIDQ3518365

Boris S. Darkhovsky, B. E. Brodskii

Publication date: 7 August 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5731

zbMATH Keywords

asymptotically optimal testschange-point problemssequential analysiscomposite hypotheses testing

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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