ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* (Q4804480): Difference between revisions

Latest revision as of 09:21, 30 July 2024

scientific article; zbMATH DE number 1902226

Language	Label	Description	Also known as
English	ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*	scientific article; zbMATH DE number 1902226

Statements

instance of

scholarly article

0 references

title

ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* (English)

0 references

0 references

0 references

2002

0 references

zbMATH Keywords

Bayes sequential tests

0 references

dependent observations

0 references

Kiefer-Weiss problem

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size

0 references

A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test

0 references

On the asymptotic shape of Bayesian sequential tests of $\theta \leq 0$ versus $\theta > 0$ for exponential families

0 references

Q5641931

0 references

Sequential Tests for the Mean of a Normal Distribution II (Large $t$)

0 references

Sequential Test for the Mean of a Normal Distribution III (Small $t$)

0 references

Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)

0 references

Q5681431

0 references

Numerical Solutions for Bayes Sequential Decision Problems

0 references

Q5629088

0 references

Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure

0 references

An efficient approximate solution to the Kiefer-Weiss problem

0 references

Asymptotically Optimum Sequential Inference and Design

0 references

Some Properties of Generalized Sequential Probability Ratio Tests

0 references

Optimal stopping and sequential tests which minimize the maximum expected sample size

0 references

On r-quick convergence and a conjecture of Strassen

0 references

Asymptotic optimality of invariant sequential probability ratio tests

0 references

Nearly optimal sequential tests of composite hypotheses

0 references

Boundary crossing problems for sample means

0 references

A nonlinear renewal theory with applications to sequential analysis II

0 references

Q3262608

0 references

Integrated Risk of Asymptotically Bayes Sequential Tests

0 references

2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size

0 references

Structure of sequential tests minimizing an expected sample size

0 references

Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives

0 references

Asymptotic Shapes of Bayes Sequential Testing Regions

0 references

A Second-Order Approximation to Optimal Sampling Regions

0 references

An improved statement of optimality for sequential probability ratio tests

0 references

Sequential Tests of Statistical Hypotheses

0 references

Optimum Character of the Sequential Probability Ratio Test

0 references

On Sequential Tests Which Minimize the Maximum Expected Sample Size

0 references

Asymptotically Optimum Properties of Certain Sequential Tests

0 references

full work available at URL

https://doi.org/10.1081/sqa-120016301

0 references

Identifiers

zbMATH Open document ID

1040.62069

0 references

DOI

10.1081/SQA-120016301

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4804480

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
+Normal rank
@@ Property / cites work @@
+A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test
+Normal rank
@@ Property / cites work @@
+On the asymptotic shape of Bayesian sequential tests of \(\theta \leq 0\) versus \(\theta > 0\) for exponential families
+Normal rank
@@ Property / cites work @@
+Q5641931
@@ Property / cites work: Q5641931 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Tests for the Mean of a Normal Distribution II (Large $t$)
+Normal rank
@@ Property / cites work @@
+Sequential Test for the Mean of a Normal Distribution III (Small $t$)
+Normal rank
@@ Property / cites work @@
+Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)
+Normal rank
@@ Property / cites work @@
+Q5681431
@@ Property / cites work: Q5681431 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Solutions for Bayes Sequential Decision Problems
+Normal rank
@@ Property / cites work @@
+Q5629088
@@ Property / cites work: Q5629088 / rank @@
+Normal rank
@@ Property / cites work @@
+Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
+Normal rank
@@ Property / cites work @@
+An efficient approximate solution to the Kiefer-Weiss problem
+Normal rank
@@ Property / cites work @@
+Asymptotically Optimum Sequential Inference and Design
+Normal rank
@@ Property / cites work @@
+Some Properties of Generalized Sequential Probability Ratio Tests
+Normal rank
@@ Property / cites work @@
+Optimal stopping and sequential tests which minimize the maximum expected sample size
+Normal rank
@@ Property / cites work @@
+On r-quick convergence and a conjecture of Strassen
+Normal rank
@@ Property / cites work @@
+Asymptotic optimality of invariant sequential probability ratio tests
+Normal rank
@@ Property / cites work @@
+Nearly optimal sequential tests of composite hypotheses
+Normal rank
@@ Property / cites work @@
+Boundary crossing problems for sample means
@@ Property / cites work: Boundary crossing problems for sample means / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear renewal theory with applications to sequential analysis II
+Normal rank
@@ Property / cites work @@
+Q3262608
@@ Property / cites work: Q3262608 / rank @@
+Normal rank
@@ Property / cites work @@
+Integrated Risk of Asymptotically Bayes Sequential Tests
+Normal rank
@@ Property / cites work @@
+-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
+Normal rank
@@ Property / cites work @@
+Structure of sequential tests minimizing an expected sample size
+Normal rank
@@ Property / cites work @@
+Stopping Time of a Rank-Order Sequential Probability Ratio Test Based on Lehmann Alternatives
+Normal rank
@@ Property / cites work @@
+Asymptotic Shapes of Bayes Sequential Testing Regions
+Normal rank
@@ Property / cites work @@
+A Second-Order Approximation to Optimal Sampling Regions
+Normal rank
@@ Property / cites work @@
+An improved statement of optimality for sequential probability ratio tests
+Normal rank
@@ Property / cites work @@
+Sequential Tests of Statistical Hypotheses
@@ Property / cites work: Sequential Tests of Statistical Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum Character of the Sequential Probability Ratio Test
+Normal rank
@@ Property / cites work @@
+On Sequential Tests Which Minimize the Maximum Expected Sample Size
+Normal rank
@@ Property / cites work @@
+Asymptotically Optimum Properties of Certain Sequential Tests
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1081/sqa-120016301
+Normal rank
@@ Property / OpenAlex ID @@
+W2004506537
@@ Property / OpenAlex ID: W2004506537 / rank @@
+Normal rank