A nonlinear renewal theory with applications to sequential analysis. I

Cited In (only showing first 100 items - show all)

Moments of randomly stopped \(U\)-statistics
Sequential shrinkage estimation in the general linear model
Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
Sequential estimation in two-truncation parameter family of distributions under type II censoring
A Repeated Significance Test for Distributions with Heavy Tails
Asymptotic expansions for fixed width confidence interval
An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
Sequential estimation of the autoregressive parameter in a first order autoregressive process
Time-uniform, nonparametric, nonasymptotic confidence sequences
Sequential confidence regions for maximum likelihood estimates.
Sequential point estimation of parameters in a threshold AR(1) model
Detection of spatial clustering with average likelihood ratio test statistics
Likelihood Ratio Identities and Their Applications to Sequential Analysis
Approximations to generalized renewal measures
EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models
First exit densities of Brownian motion through one-sided moving boundaries
Tail asymptotics for the maximum of perturbed random walk
Power and exponential moments of the number of visits and related quantities for perturbed random walks
Sequential estimation of the mean of a first-order autoregressive process
Estimation in some binary regression models with prescribed accuracy
On the moments of certain first passage times for linear growth processes
Herbert Robbins and sequential analysis
Sequential estimation of the variance of an unknown distribution
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
First passage times for perturbed random walks
Approximations to expected stopping times with applications to sequential estimation
TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics
A conversation with Tze Leung Lai
A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
Credit Risk Propagation in Structural-Form Models
Seqrential point estimation in regression models with nonnormal errors
Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
Nonanticipating estimation applied to sequential analysis and changepoint detection
A nonlinear renewal theorem for discrete random variables
An alternative inverse Gaussian distribution
An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
A renewal theorem and its applications to some sequential procedures
Repeated likelihood ratio tests for curved exponential families
A Linear Programming Approach to Sequential Hypothesis Testing
Nonlinear renewal theory under growth conditions
Repeated likelihood ratio test for the variance of normal distribution with unknown mean
Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
Nonlinear renewal theory for Markov random walks
Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
Sequential estimation of ratio of normal parameters
Purely sequential point estimation of a function of the mean in an exponential distribution
Minimax optimality of the Shiryayev-Roberts change-point detection rule
Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data
Sequential estimation of the mean of NEF-PVF distributions
Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: Real data illustrations from cancer studies and reliability analysis
Tools to Estimate the First Passage Time to a Convex Barrier
On the bayes risk incurred by using asymptotic shapes
The key renewal theorem for a transient Markov chain
Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
Invariance principles for the first passage times of perturbed random walks
Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
Local limit theorem for the distibution of s_n
Repeated significance tests with biased coin allocation schemes
A bayesian approach to sequential estimation without using the
Non-linear Renewal Theory with Stationary Perturbations
Editor's Special Invited Paper: Sequential Estimation for Time Series Models
A nonlinear parking problem
On the renewal measure for Gaussian sequences
Confidence intervals with fixed proportional accuracy
Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
Second order sequential estimation of the mean exponential survival time under random censoring
Limit theorems for first-passage times in non–linear markov renewal theory
Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations
A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data
Counting by Weighing: An Alternative Sampling Scheme
Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data
Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
Sequential design and analysis in the randomized clinical trial: A historical perspective
Sequential estimation of parameters in one-truncation parameter families under type ii censoring
On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION
Theory and practice of second-order expansions for moments of 100 ρ % accelerated sequential stopping times in parametric and nonparametric estimation with arbitrary fractional ρ
Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
On a class of purely sequential procedures with applications to estimation and ranking and selection problems
Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean
The square root rule for adaptive importance sampling
A double-sequential sampling scheme
Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions
Estimating a function of the scale parameter in a gamma distribution with bounded variance
Replicated piecewise stopping numbers and sequential analysis
Asymptotic expansions in non-linear renewal theory
Plug-In Two-Stage and Sequential Normal Density Estimation Under MISE Loss: Both Mean and Variance are Unknown
Sequential estimation of the autoregressive parameters in ar(p) model
A nonparametric sequential learning procedure for estimating the pure premium
On the first passage time of the parabolic boundary by the Markov random walk
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
Combinatorial devices for sequential analysis
Asymptotic expansions for the sum of the series used in sequential analysis
Multistage partial piecewise sampling and its applications

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