Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2008, Volume 53, Issue 1, Pages 3–15
DOI: https://doi.org/10.4213/tvp316 (Mi tvp316) 		 
Minimax Sequential Tests for Many Composite Hypotheses. II

B. E. Brodskii, B. S. Darhovsky

Central Economics and Mathematics Institute, RAS
Full-text PDF (1122 kB)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp316
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, 2009, Volume 53, Issue 1, Pages 1–12
DOI: https://doi.org/10.1137/S0040585X97983365
Bibliographic databases:
Language: Russian
Citation: B. E. Brodskii, B. S. Darhovsky, “Minimax Sequential Tests for Many Composite Hypotheses. II”, Teor. Veroyatnost. i Primenen., 53:1 (2008), 3–15; Theory Probab. Appl., 53:1 (2009), 1–12
Citation in format AMSBIB
\Bibitem{BroDar08}
\by B.~E.~Brodskii, B.~S.~Darhovsky
\paper Minimax Sequential Tests for Many Composite Hypotheses.~II
\jour Teor. Veroyatnost. i Primenen.
\yr 2008
\vol 53
\issue 1
\pages 3--15
\mathnet{http://mi.mathnet.ru/tvp316}
\crossref{https://doi.org/10.4213/tvp316}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2760562}
\zmath{https://zbmath.org/?q=an:05701588}
\transl
\jour Theory Probab. Appl.
\yr 2009
\vol 53
\issue 1
\pages 1--12
\crossref{https://doi.org/10.1137/S0040585X97983365}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000264940300001}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-62249169287}
Linking options:
  • https://www.mathnet.ru/eng/tvp316
  • https://doi.org/10.4213/tvp316
  • https://www.mathnet.ru/eng/tvp/v53/i1/p3
    Cycle of papers
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:426
    Full-text PDF :170
    References:95
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024