A nonlinear renewal theory with applications to sequential analysis. I

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Minimax optimality of the Shiryayev-Roberts change-point detection rule
A nonlinear renewal theorem for discrete random variables
Local limit theorem for the distibution of s_n
A Repeated Significance Test for Distributions with Heavy Tails
Estimation in some binary regression models with prescribed accuracy
TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
On the renewal measure for Gaussian sequences
First exit densities of Brownian motion through one-sided moving boundaries
Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
On the bayes risk incurred by using asymptotic shapes
Confidence intervals with fixed proportional accuracy
Sequential confidence regions for maximum likelihood estimates.
Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
Sequential estimation of the variance of an unknown distribution
A renewal theorem and its applications to some sequential procedures
On the moments of certain first passage times for linear growth processes
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
Moments of randomly stopped \(U\)-statistics
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
Repeated significance tests with biased coin allocation schemes
Seqrential point estimation in regression models with nonnormal errors
Sequential estimation of the mean of a first-order autoregressive process
An alternative inverse Gaussian distribution
Herbert Robbins and sequential analysis
The key renewal theorem for a transient Markov chain
An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
Sequential shrinkage estimation in the general linear model
Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: illustrations with infant mortality and bone marrow data
Repeated likelihood ratio test for the variance of normal distribution with unknown mean
Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
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
Approximations to generalized renewal measures
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
Second order sequential estimation of the mean exponential survival time under random censoring
Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
Tail asymptotics for the maximum of perturbed random walk
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
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
A bayesian approach to sequential estimation without using the
Likelihood Ratio Identities and Their Applications to Sequential Analysis
Sequential point estimation of parameters in a threshold AR(1) model
Sequential estimation of the autoregressive parameter in a first order autoregressive process
Purely sequential point estimation of a function of the mean in an exponential distribution
Invariance principles for the first passage times of perturbed random walks
Repeated likelihood ratio tests for curved exponential families
First passage times for perturbed random walks
Approximations to expected stopping times with applications to sequential estimation
Sequential estimation of the mean of NEF-PVF distributions
Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
A conversation with Tze Leung Lai
Detection of spatial clustering with average likelihood ratio test statistics
Asymptotic expansions for fixed width confidence interval
Power and exponential moments of the number of visits and related quantities for perturbed random walks
Non-linear Renewal Theory with Stationary Perturbations
Credit risk propagation in structural-form models
An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
Tools to Estimate the First Passage Time to a Convex Barrier
Nonlinear renewal theory under growth conditions
Sequential fixed-width confidence interval procedures for the mean under multiple boundary crossings
Time-uniform, nonparametric, nonasymptotic confidence sequences
Nonanticipating estimation applied to sequential analysis and changepoint detection
An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
A linear programming approach to sequential hypothesis testing
EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models
Sequential estimation in two-truncation parameter family of distributions under type II censoring
A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
A nonlinear parking problem
Nonlinear renewal theory for Markov random walks
Sequential estimation for time series models
Second-order (s.o.) multi-stage fixed-width confidence interval (FWCI) estimation strategies for comparing location parameters from two negative exponential (NE) populations: illustrations with cancer data
Estimating a function of the scale parameter in a gamma distribution with bounded variance
The square root rule for adaptive importance sampling
On the first passage time of the parabolic boundary by the Markov random walk
Limit theorems for first-passage times in non–linear markov renewal theory
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations
Plug-in two-stage and sequential normal density estimation under MISE loss: both mean and variance are unknown
Combinatorial devices for sequential analysis
Asymptotic expansions for the sum of the series used in sequential analysis
Two comparison theorems for nonlinear first passage times and their linear counterparts
Purely sequential and two-stage bounded-length confidence interval estimation problems in Fisher's ``Nile example
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 estimation of parameters in one-truncation parameter families under type ii censoring
A double-sequential sampling scheme
Sequential design and analysis in the randomized clinical trial: a historical perspective
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
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
Replicated piecewise stopping numbers and sequential analysis
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
Multi-stage minimum risk point estimation strategies for comparing the locations from two negative exponential models and second-order asymptotics: illustrations with simulated data and bone marrow transplant data
Sequential estimation of the autoregressive parameters in ar(p) model
Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions
Multistage partial piecewise sampling and its applications
Second-order approximations of a robust sequential procedure in Bayes sequential estimation
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
Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean

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