RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
Video Library
Archive
Most viewed videos

Search
RSS
New in collection





You may need the following programs to see the files






International conference "Stochastic Optimization and Optimal Stopping"
September 24, 2012 13:10, Moscow, Steklov Mathematical Institute of RAS
 

Plenary talks


On a structure of a minimax test in testing composite hypotheses

Alexander Gushchin

Steklov Mathematical Institute of the Russian Academy of Sciences
Video records:
Flash Video 1,331.7 Mb
Flash Video 222.2 Mb
MP4 222.2 Mb

Number of views:
This page:231
Video files:78

Alexander Gushchin
Photo Gallery


Видео не загружается в Ваш браузер:
  1. Установите Adobe Flash Player    

  2. Проверьте с Вашим администратором, что из Вашей сети разрешены исходящие соединения на порт 8080
  3. Сообщите администратору портала о данной ошибке

Abstract: Krafft and Witting (1967) suggested a dual optimization problem whose solution allows us to characterize a minimax test in testing composite hypotheses. An important contribution to this problem was done by Cvitanic and Karatzas (2001). In this talk we propose weaker conditions under which it is possible to characterize a minimax test through a solution of a slightly different dual problem.

Language: English

SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru
 
Contact us:
 Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2017