A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis

DOI10.1080/07474949408836296MaRDI QIDQ4297833zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Limin Zhang

Publication date 4 July 1994

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949408836296

zbMATH Keywords

Bayes risk efficiencyboundary crossing probabilitiesgeneralized likelihood ratio statisticsHoeffding's lower boundindifference zoneKullback-Leibler informationmultiparameter exponential familiessequential likelihood ratio tests

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Sequential statistical analysis (62L10)

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Cites work

• Approximations to Bayesian sequential tests of composite hypotheses
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Asymptotically Optimum Properties of Certain Sequential Tests
• Boundary crossing problems for sample means
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• Importance sampling in the Monte Carlo study of sequential tests
• Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
• Nearly optimal sequential tests of composite hypotheses
• On the bayes risk incurred by using asymptotic shapes
• Some Properties of Generalized Sequential Probability Ratio Tests
• Structure of sequential tests minimizing an expected sample size

Cited in

(11)

• Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
• Sequential tests of multiple hypotheses controlling type I and II familywise error rates
• Effect of bivariate data's correlation on sequential tests of circular error probability
• Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses
• Likelihood Ratio Identities and Their Applications to Sequential Analysis
• scientific article; zbMATH DE number 123428 (Why is no real title available?)
• Some properties of multiple decisions following a sequential test
• Modern sequential analysis and its applications to computerized adaptive testing
• scientific article; zbMATH DE number 2095670 (Why is no real title available?)
• Nearly optimal sequential tests of composite hypotheses revisited
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis

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