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Teoriya Veroyatnostei i ee Primeneniya, 2007, Volume 52, Issue 4, Pages 625–643
DOI: https://doi.org/10.4213/tvp1526 (Mi tvp1526) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Minimax Sequential Tests for Many Composite Hypotheses. I

B. E. Brodskiia, B. S. Darhovskyb

a Central Economics and Mathematics Institute, RAS
b Institute of Systems Analysis, Russian Academy of Sciences
Full-text PDF (1956 kB) Citations (4)
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DOI: https://doi.org/10.4213/tvp1526
Abstract: The problem of sequential testing of many composite hypotheses is considered. Each hypothesis is described by the density function of observations that depends on a parameter from one of disjoint sets. New performance measures for one-sided and multisided sequential tests are proposed and nonasymptotical a priori lower bounds for these measures are proved. Sequential tests are found which use a minimax procedure on parametric sets for sequential likelihood ratio and are asymptotically optimal: the a priori lower bounds for performance measures are attained for these tests. All proofs are in Part II.
Keywords: composite multihypothesis testing, sequential tests.
Received: 26.06.2006
English version:
Theory of Probability and its Applications, 2008, Volume 52, Issue 4, Pages 565–579
DOI: https://doi.org/10.1137/S0040585X97983237
Bibliographic databases:
Language: Russian
Citation: B. E. Brodskii, B. S. Darhovsky, “Minimax Sequential Tests for Many Composite Hypotheses. I”, Teor. Veroyatnost. i Primenen., 52:4 (2007), 625–643; Theory Probab. Appl., 52:4 (2008), 565–579
Citation in format AMSBIB
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    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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