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https://elib.bsu.by/handle/123456789/93206| Title: | Robustness of Sequential Testing of Parametric Hypotheses |
| Authors: | Kharin, A. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | The problems of robustness of parametric hypotheses testing are considered for the cases of simple and composite hypotheses. Conditional error probabilities and expected sample sizes of sequential tests are evaluated. Asymptotic expansions for these characteristics are obtained under the distortions of Tukey–Huber type. Robust sequential tests are constructed with the minimax criterion. |
| URI: | http://elib.bsu.by/handle/123456789/93206 |
| Appears in Collections: | PLENARY LECTURES Статьи факультета прикладной математики и информатики |
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