Optimality and almost optimality of mixture stopping rules
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Publication:1246985
DOI10.1214/AOS/1176344264zbMATH Open0378.62071OpenAlexW1989999053MaRDI QIDQ1246985FDOQ1246985
Authors: Moshe Pollak 
Publication date: 1978
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344264
Sequential statistical design (62L05) Sequential statistical analysis (62L10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cited In (8)
- An optimal approach for hypothesis testing in the presence of incomplete data
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Discord Detection For A Process With A Predefined Interval Of Observations
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- Asymptotic optimality of double sequential mixture likelihood ratio test
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