Likelihood Ratio Identities and Their Applications to Sequential Analysis
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- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- scientific article; zbMATH DE number 524339
- scientific article; zbMATH DE number 3913490
- scientific article; zbMATH DE number 5245304
- Performance analysis of sequential probability ratio test
Cites work
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 9266 (Why is no real title available?)
- scientific article; zbMATH DE number 51379 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3354465 (Why is no real title available?)
- scientific article; zbMATH DE number 3369559 (Why is no real title available?)
- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis
- A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
- A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
- A nonlinear renewal theory with applications to sequential analysis. I
- An optimal property of the repeated significance test
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Asymptotic optimality of invariant sequential probability ratio tests
- Asymptotically Optimum Properties of Certain Sequential Tests
- Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion
- CONTINUOUS INSPECTION SCHEMES
- Decision theoretic optimality of the cusum procedure
- Efficient recursive algorithms for detection of abrupt changes in signals and control systems
- Information bounds and quick detection of parameter changes in stochastic systems
- Lower Bounds for the Expected Sample Size and the Average Risk of a Sequential Procedure
- Nearly optimal sequential tests of composite hypotheses
- On Chernoff-Savage statistics and sequential rank tests
- On Cumulative Sums of Random Variables
- On the asymptotic formula for the probability of a type I error of mixture type power one tests
- Optimal stopping times for detecting changes in distributions
- Optimality and almost optimality of mixture stopping rules
- Optimum Character of the Sequential Probability Ratio Test
- Procedures for Reacting to a Change in Distribution
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
- Sequential Procedure of Testing Composite Hypotheses with Applications to the Kiefer–Weiss Problem
- Sequential Test for the Mean of a Normal Distribution III (Small t)
- Sequential Tests for the Mean of a Normal Distribution IV (Discrete Case)
- Sequential Tests of Statistical Hypotheses
- Sequential analysis. Tests and confidence intervals
- Some Properties of Generalized Sequential Probability Ratio Tests
- Statistical Methods Related to the Law of the Iterated Logarithm
- Tail probabilities for the null distribution of scanning statistics
- The expected sample size of some tests of power one
- The shape of Bayes tests of power one
Cited in
(18)- Guest Editorial: Eighty Years of Control Charts
- Matrices -- compensating the loss of anschauung
- Sequential probability ratio test for the mode of M-Gaussian distribution
- On a sequential probability ratio test subject to incomplete data
- Authors' response
- An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
- Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
- Properties and Use of the Shewhart Method and Its Followers
- CUSUM charts for monitoring the mean of a multivariate Gaussian process
- On SPRT and RSPRT for the unknown mean in a normal distribution with equal mean and variance
- Stepwise Likelihood Ratio Statistics in Sequential Studies
- A dependent data extension of Wald's identity and its application to sequential test performance computation
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich
- Encounters with Martingales in Statistics and Stochastic Optimization
- A modified sequential probability ratio test
- Asymptotic optimality of double sequential mixture likelihood ratio test
- On Wald Optimal Stopping Problem for Geometric Brownian Motions
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