Integrated Risk of Asymptotically Bayes Sequential Tests

DOI10.1214/AOMS/1177698696MaRDI QIDQ5557556zbMATH OpenOpenAlexFDO

Authors Gary Lorden

Publication date 1967

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

Full work available at URL https://doi.org/10.1214/aoms/1177698696

zbMATH Keywords

statistics

Cited in

(8)

• Local information and the design of sequential hypothesis tests
• Asymptotically optimal multistage tests of simple hypotheses
• An optimal retrospective change point detection policy
• Asymptotically optimal sequential tests for nonhomogeneous processes
• ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
• Nearly optimal sequential tests of composite hypotheses revisited
• An optimal approach for hypothesis testing in the presence of incomplete data
• Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis

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