Optimality and almost optimality of mixture stopping rules

DOI10.1214/AOS/1176344264MaRDI QIDQ1246985zbMATH OpenOpenAlexFDO

Authors Moshe Pollak

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/1176344264

Mathematics Subject Classification ID

Sequential statistical design (62L05) Sequential statistical analysis (62L10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited in

(8)

• An optimal approach for hypothesis testing in the presence of incomplete data
• Likelihood Ratio Identities and Their Applications to Sequential Analysis
• Discord Detection For A Process With A Predefined Interval Of Observations
• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
• Asymptotic optimality of double sequential mixture likelihood ratio test

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