Large deviations of likelihood ratio statistics with applications to sequential testing

DOI10.1214/AOS/1176344066MaRDI QIDQ1249813zbMATH OpenOpenAlexFDO

Authors Michael Woodroofe

Publication date 1978

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

Full work available at URL https://doi.org/10.1214/aos/1176344066

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Optimal stopping in statistics (62L15)

Cited in

(16)

• A maximized sequential probability ratio test for drug and vaccine safety surveillance
• Detection of spatial clustering with average likelihood ratio test statistics
• Graph-based change-point detection
• Sequential change-point detection when the pre- and post-change parameters are unknown
• Herbert Robbins and sequential analysis
• The weighted sequential likelihood ratio
• Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
• An O'Brien-Fleming sequential trial for comparing three treatments
• Asymptotic expansions in non-linear renewal theory
• A nonlinear renewal theorem for discrete random variables
• Bahadur deficiency of likelihood ratio tests in exponential families
• Repeated likelihood ratio tests for curved exponential families
• On sequential versions of the generalized likelihood ratio test
• On the bayes risk incurred by using asymptotic shapes
• Data-driven smooth tests of the proportional hazards assumption
• Stopped two-dimensional perturbed random walks and Lévy processes

This page was built for publication: Large deviations of likelihood ratio statistics with applications to sequential testing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1249813)