Optimal sequentially planned decision procedures. With the assistance of Günter Duscha, Josef Lübbert and Thomas Meyerthole

zbMath0771.62057MaRDI QIDQ1202175

Norbert Schmitz

Publication date: 23 January 1993

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

algorithmscomputer programsoperating characteristic curvecosts of samplingexistence of optimal proceduresexpected sampling cost curvehighly adaptive sequential statistical decision proceduresWald sequential probability ratio test

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

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Principles of Optimal Sequential Planning ⋮ Sufficiency in sequentially planned decision procedures ⋮ Multi-armed bandit processes with optimal selection of the operating times ⋮ An optimal stopping problem with two levels of incomplete information ⋮ Optimal group sequential tests with groups of random size ⋮ Sequential multiple hypothesis testing in presence of control variables ⋮ Unnamed Item ⋮ Some variants of adaptive sampling procedures and their applications ⋮ Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials ⋮ Generalization of a lemma of kiefer and weiss for the case of sequentially planned decision problems with more than two hypotheses ⋮ Asymptotically optimal multistage tests of simple hypotheses ⋮ Optimal two-stage group-sequential designs ⋮ Sequential Plans and Risk Evaluation ⋮ Locally most powerful group-sequential tests with groups of observations of random size: finite horizon ⋮ The optional sampling theorem for submartingales in the sequentially planned context ⋮ Response adaptive designs that incorporate switching costs and constraints ⋮ Sequential Methods in Multi-Arm Clinical Trials ⋮ Optimal Multistage Sampling in a Boundary-Crossing Problem ⋮ Optimal multistage sequential hypothesis testing ⋮ Optimal Sequential Tests for Two Simple Hypotheses ⋮ Construction of an Optimal Sequential Plan for Testing a Treatment for an Adverse Effect ⋮ Truncated Sequential Procedures ⋮ Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives ⋮ Locally Most Powerful Sequentially Planned Tests in Continuous Time ⋮ An algorithm for calculating \(\Gamma\)-minimax decision rules under generalized moment conditions. ⋮ Characterization of optimality in classes of ``truncatable stopping rules

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