Citation:
M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “The optimal decision rule in the Kiefer–Weiss problem for a Brownian motion”, Russian Math. Surveys, 68:2 (2013), 389–391
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\by M.~V.~Zhitlukhin, A.~A.~Muravlev, A.~N.~Shiryaev
\paper The optimal decision rule in the~Kiefer--Weiss problem for a~Brownian motion
\jour Russian Math. Surveys
\yr 2013
\vol 68
\issue 2
\pages 389--391
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Linking options:
https://www.mathnet.ru/eng/rm9520
https://doi.org/10.1070/RM2013v068n02ABEH004834
https://www.mathnet.ru/eng/rm/v68/i2/p201
This publication is cited in the following 4 articles:
Andrey Novikov, Andrei Novikov, Fahil Farkhshatov, “Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families”, Sequential Analysis, 42:2 (2023), 189
Andrey Novikov, Andrei Novikov, Fahil Farkhshatov, “A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population”, Sequential Analysis, 41:2 (2022), 198
Andrey Novikov, Fahil Farkhshatov, “Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families”, Sequential Analysis, 41:4 (2022), 417
Fauss M., Zoubir A.M., Poor H.V., “Minimax Optimal Sequential Hypothesis Tests For Markov Processes”, Ann. Stat., 48:5 (2020), 2599–2621
Citation in format AMSBIB
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