Minimax invariant regret solution to the \(N\)-sample slippage problem

Name: Minimax invariant regret solution to the \(N\)-sample slippage problem
Creator: Tartakovsky, A. G.
Keywords: slippage problem, prior uncertainty, minimax regret test, Asymptotic properties of parametric tests, least favorable distribution, Minimax procedures in statistical decision theory, Foundations and philosophical topics in statistics, minimax invariant tests, testing multiple hypotheses, multiple decision problem

descriptionPublicationkeyboard_double_arrow_right Article Publisher:Springer US, New York, NY; Pleiades Publishing (Allerton Press), New York, NY; MAIK ``Nauka/Interperiodica'', Moscow

Authors: Tartakovsky, A. G.;

Minimax invariant regret solution to the \(N\)-sample slippage problem

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Keywords

slippage problem, prior uncertainty, minimax regret test, Asymptotic properties of parametric tests, least favorable distribution, Minimax procedures in statistical decision theory, Foundations and philosophical topics in statistics, minimax invariant tests, testing multiple hypotheses, multiple decision problem, Asymptotic properties of parametric estimators

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