Performance and robustness evaluation in sequential hypotheses testing

DOI10.1080/03610926.2014.944659MaRDI QIDQ2807798zbMATH OpenOpenAlexFDO

Authors A. Yu. Kharin

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.944659

zbMATH Keywords

distortionerror probabilityexpected sample sizerobustnesssequential test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Sequential statistical analysis (62L10)

Recommendations

• Robustness of sequential hypotheses testing for heterogeneous independent observations
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Cites work

• A discrete markov chain representation of The sequential probability ratio test
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• Robust multivariate Bayesian forecasting under functional distortions in the ^2-metric
• Robust sequential testing
• Robust Statistics
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Robustness of the mean square risk in forecasting of regression time series

Cited in

(15)

• An approach to asymptotic robustness analysis of sequential tests for composite parametric hypotheses
• Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• scientific article; zbMATH DE number 5183476 (Why is no real title available?)
• scientific article; zbMATH DE number 5577355 (Why is no real title available?)
• scientific article; zbMATH DE number 1222652 (Why is no real title available?)
• On error probabilities calculation for the truncated sequential probability ratio test
• Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
• Sequential probability ratio test for skew normal distribution
• Methods for analyzing the effectiveness of sequential statistical tests
• Robustness of sequential hypotheses testing for heterogeneous independent observations
• Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
• On stability of sequential Wald test to a violation of the assumption about observations' independence
• Robustness in sequential discrimination of Markov chains under ``contamination
• Statistical sequential hypotheses testing on para meters of probability distributions of random binary data

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