Statistical Methods Related to the Law of the Iterated Logarithm

DOI10.1214/AOMS/1177696786zbMath0239.62025OpenAlexW2039119502WikidataQ114846523 ScholiaQ114846523MaRDI QIDQ5649836

No author found.

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696786

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (54)

Fluctuations of posterior distributions of quadratically differentiable experiments ⋮ U-Statistics in Sequential Tests and Change Detection ⋮ Likelihood Ratio Identities and Their Applications to Sequential Analysis ⋮ A simple comparision of mixture vs. nonanticipating estimation ⋮ Sequential slippage tests using Robbins-Lai's invariant confidence sequences ⋮ Quality control for structural credit risk models ⋮ Local sequential testing procedures in a normal mixture model ⋮ Stochastic Boundary Crossing Probabilities for the Brownian Motion ⋮ Empirical likelihood ratio tests with power one ⋮ A nonparametric sequential test with power 1 for the mean of Lévy-stable laws with infinite variance ⋮ Universal inference ⋮ On Darling-Robbins type confidence sequences and sequential tests with power one for parameters of an autoregressive process ⋮ Always Valid Inference: Continuous Monitoring of A/B Tests ⋮ Time-uniform Chernoff bounds via nonnegative supermartingales ⋮ Confidence sequences with composite likelihoods ⋮ Likelihood, Replicability and Robbins' Confidence Sequences ⋮ Encounters with Martingales in Statistics and Stochastic Optimization ⋮ Subset Selection Procedures: Review and Assessment ⋮ Game-theoretic statistics and safe anytime-valid inference ⋮ Real-time monitoring test for realized volatility ⋮ Monitoring the intraday volatility pattern ⋮ On the expected runtime of multiple testing algorithms with bounded error ⋮ A composite generalization of Ville's martingale theorem using e-processes ⋮ A simple method for implementing Monte Carlo tests ⋮ Interactive martingale tests for the global null ⋮ Herbert Robbins and sequential analysis ⋮ Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis ⋮ Persistent experimenters, stopping rules, and statistical inference ⋮ CUSUM Methods for Monitoring Structural Changes in Structural Equations ⋮ Unnamed Item ⋮ Laws of the iterated logarithm for sample moments and applications ⋮ A nonparametric sequential test with power 1 for the ruin probability in some risk models ⋮ Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping ⋮ On the rates of convergence in limit theorems for one-sided stopping rules ⋮ Fixed width sequential confidence interval for the median of a distribution ⋮ Sequential Change-Point Detection and Estimation ⋮ Time-uniform, nonparametric, nonasymptotic confidence sequences ⋮ On the law of the iterated logarithm and strong invariance principles in stochastic geometry ⋮ Strongly Consistent Detection for Nonparametric Hypotheses ⋮ Inequalities compared ⋮ A note on confidence sequences in multiparameter exponential families ⋮ An asymptotic sequential test based on confidence sequences ⋮ Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation ⋮ Asymptotic optimality of double sequential mixture likelihood ratio test ⋮ How Often Likelihood Ratios are Misleading in Sequential Trials ⋮ On confidence sequences for the mean vector of a multivariate normal distribution ⋮ Sequential selectiok procedures based on confidence sequences for normal populations ⋮ An extension of a change-point problem ⋮ Sequential Testing to Guarantee the Necessary Sample Size in Clinical Trials ⋮ Testing exchangeability: fork-convexity, supermartingales and e-processes ⋮ Theory and applications of multivariate self-normalized processes ⋮ Fixed-width confidence sequences for the normal mean and the binomial probability ⋮ Matrices -- compensating the loss of anschauung ⋮ Sequential change point detection in linear quantile regression models

This page was built for publication: Statistical Methods Related to the Law of the Iterated Logarithm