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- A SEQUENTIAL DECISION PROBLEM WITH A FINITE MEMORY
- A Stochastic Approximation Method
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
- A nonlinear renewal theory with applications to sequential analysis II
- A nonlinear renewal theory with applications to sequential analysis. I
- A note on the two-armed bandit problem with finite memory
- A theorem of Feller revisited
- Applications of Martingale System Theorems
- Approximate p-values for local sequence alignments.
- Approximate tail probabilities for the maxima of some random fields
- Approximations to the expected sample size of certain sequential tests
- Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests
- Asymptotic optimality in sequential interval estimation
- Asymptotic theory of triple sampling for sequential estimation of a mean
- Average run lengths of an optimal method of detecting a change in distribution
- Bayes and Minimax Solutions of Sequential Decision Problems
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Boundary crossing probabilities and statistical applications
- CONTINUOUS INSPECTION SCHEMES
- Discounted Dynamic Programming
- Discrete Dynamic Programming
- Dynamic Programming and Decision Theory
- Explicit Solutions to Some Problems of Optimal Stopping
- Fixed accuracy estimation of an autoregressive parameter
- Frequentist properties of Bayesian sequential tests
- Generalizing the secretary problem
- ITERATED LOGARITHM INEQUALITIES
- Investigating therapies of potentially great benefit: ECMO. With comments and a rejoinder by the author
- Large deviations of likelihood ratio statistics with applications to sequential testing
- Learning with Finite Memory
- Moments of Randomly Stopped Sums
- On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
- On Fixed-Width Confidence Bounds for Regression Parameters
- On Optimum Methods in Quickest Detection Problems
- On Sequential Designs for Maximizing the Sum of $n$ Observations
- On a class of secretary problems
- On optimal stopping rules
- On optimal stopping rules for \(s_ n /n\)
- On the Allocation of Treatments in Sequential Medical Trials
- On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
- On the oscillations of sums of independent random variables
- Optimal allocation in sequential tests comparing the means of two Gaussian populations
- Optimal detection of a change in distribution
- Optimal selection based on relative rank (the 'Secretary Problem')
- Optimum Character of the Sequential Probability Ratio Test
- Procedures for Reacting to a Change in Distribution
- Properties of optimal extended-valued stopping rules for S_n/n
- Reducing the Number of Inferior Treatments in Clinical Trials
- Repeated likelihood ratio tests for curved exponential families
- Repeated significance tests for exponential families
- Second order approximations for sequential point and interval estimation
- Sequential Tests Involving Two Populations
- Sequential analysis. Tests and confidence intervals
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Sequential medical trials
- Sequential medical trials involving paired data
- Some Problems in the Theory of Optimal Stopping Rules
- Some aspects of the sequential design of experiments
- Statistical Methods Related to the Law of the Iterated Logarithm
- Tail probabilities for the null distribution of scanning statistics
- The Search for Optimality in Clinical Trials
- The Secretary Problem and Its Extensions: A Review
- The expected sample size of some tests of power one
- The finite-memory secretary problem
- The infinite secretary problem
- The infinite secretary problem as the limit of the finite problem
- The law of the iterated logarithm for identically distributed random variables
- Two-population sequential tests with three hypotheses
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
Cited in
(8)- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
- scientific article; zbMATH DE number 52725 (Why is no real title available?)
- Change-points: from sequential detection to biology and back
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- scientific article; zbMATH DE number 3902611 (Why is no real title available?)
- What is Known About Robbins' Problem?
- Sequential design and analysis in the randomized clinical trial: a historical perspective
- The Contributions of Robert A. Wijsman to Sequential Analysis
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