A invariance principle for progressively truncated likelihood ratio statistics
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Publication:1164361
DOI10.1007/BF01902890zbMath0485.62112OpenAlexW2037764782MaRDI QIDQ1164361
Publication date: 1981
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175814
invariance principlelife testingSkorokhod metricmultiparameter casesup-norm metricprogressively truncated likelihood ratio statisticstime-sequential test
Martingales with continuous parameter (60G44) Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Reliability and life testing (62N05)
Related Items (2)
The progressively truncated estimating functions and estimators ⋮ On progressively truncated maximum likelihood estimators
Cites Work
- On the weak convergence of empirical processes in sup-norm metrics
- Weak convergence of progressively censored likelihood ratio statistics and its role in asymptotic theory of life testing
- Nonparametric Testing Under Progressive Censoring*
- Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems
- Martingale Central Limit Theorems
- Some Multivariate Chebyshev Inequalities with Extensions to Continuous Parameter Processes
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