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Regular version of the site

Article

Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix

Springer Optimization and Its Applications. 2014. Vol. 87. P. 205-216.

Problem of construction of the market graph as a multiple decision statistical problem is considered. Detailed description of a optimal unbiased multiple decision statistical procedure is given. This procedure is constructed using the Lehmann’s theory of multiple decision statistical procedures and the conditional tests of the Neyman structures. The equations for thresholds calculation for the tests of the Neyman structure are presented and analyzed.