On a conjecture about the limiting minimal efficiency of sequential tests

DOI10.1214/AOS/1176343802MaRDI QIDQ1242630zbMATH OpenOpenAlexWikidataFDO

Authors Sture Holm

Publication date 1977

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

Full work available at URL https://doi.org/10.1214/aos/1176343802

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Sequential statistical analysis (62L10)

Cited in

(1)

• On the optimality of differentiated SPR tests of composite hypotheses

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