21 citations · 30 across the 7 of their papers we have counts for
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math.PR2026
Uniform Lorden-type bounds for overshoot moments for standard exponential families: small drift and an exponential correction
El'mira Yu. Kalimulina, Mark Ya. Kelbert
We study the overshoot \(R_b=S_{τ(b)}-b\) of a random walk with independent identically distributed increments from a standardised one-parameter exponential family, with primary em…
math.ST2026
Weighted Chernoff information and optimal loss exponent in context-sensitive hypothesis testing
Mark Kelbert, El'mira Yu. Kalimulina
We study binary hypothesis testing for i.i.d. observations under a multiplicative context weight. For the optimal weighted total loss, defined as the sum of weighted type-I and typ…