Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis (Q5697357)

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scientific article; zbMATH DE number 2214713
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Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
scientific article; zbMATH DE number 2214713

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    Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis (English)
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    17 October 2005
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    generalized likelihood ratio
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    importance sampling
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    multivariate exponential family
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    sequential change-point detection
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    sequential multiple hypothesis testing
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