Herbert Robbins and sequential analysis
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Publication:1429307
DOI10.1214/AOS/1051027870zbMATH Open1039.62075OpenAlexW2017548454MaRDI QIDQ1429307FDOQ1429307
Authors: David Siegmund
Publication date: 18 May 2004
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1051027870
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Cites Work
- Sequential analysis. Tests and confidence intervals
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Statistical Methods Related to the Law of the Iterated Logarithm
- Procedures for Reacting to a Change in Distribution
- Optimum Character of the Sequential Probability Ratio Test
- A Stochastic Approximation Method
- CONTINUOUS INSPECTION SCHEMES
- Optimal detection of a change in distribution
- Large deviations of likelihood ratio statistics with applications to sequential testing
- Approximations to the expected sample size of certain sequential tests
- Using the generalized likelihood ratio statistic for sequential detection of a change-point
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- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- On Optimum Methods in Quickest Detection Problems
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- Tail probabilities for the null distribution of scanning statistics
- Boundary crossing probabilities and statistical applications
- Investigating therapies of potentially great benefit: ECMO. With comments and a rejoinder by the author
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- The Search for Optimality in Clinical Trials
- Some aspects of the sequential design of experiments
- On Sequential Designs for Maximizing the Sum of $n$ Observations
- Sequential medical trials
- Some Problems in the Theory of Optimal Stopping Rules
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- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- The law of the iterated logarithm for identically distributed random variables
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- Fixed accuracy estimation of an autoregressive parameter
- Discrete Dynamic Programming
- Second order approximations for sequential point and interval estimation
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- The Secretary Problem and Its Extensions: A Review
- Discounted Dynamic Programming
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
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- Learning with Finite Memory
- Dynamic Programming and Decision Theory
- Bayes and Minimax Solutions of Sequential Decision Problems
- Approximate tail probabilities for the maxima of some random fields
- Frequentist properties of Bayesian sequential tests
- Asymptotic theory of triple sampling for sequential estimation of a mean
- Sequential Tests Involving Two Populations
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- Approximate \(p\)-values for local sequence alignments.
- Asymptotic optimality in sequential interval estimation
- The finite-memory secretary problem
- The expected sample size of some tests of power one
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- Optimal selection based on relative rank (the 'Secretary Problem')
- Applications of Martingale System Theorems
- A nonlinear renewal theory with applications to sequential analysis. I
- A nonlinear renewal theory with applications to sequential analysis II
- Moments of Randomly Stopped Sums
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
- On Fixed-Width Confidence Bounds for Regression Parameters
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- Average run lengths of an optimal method of detecting a change in distribution
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- A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
- Properties of optimal extended-valued stopping rules for S\(_n\)/n
- Explicit Solutions to Some Problems of Optimal Stopping
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- On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters
- A SEQUENTIAL DECISION PROBLEM WITH A FINITE MEMORY
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- On the Allocation of Treatments in Sequential Medical Trials
- On Bounded Length Sequential Confidence Intervals Based on One-Sample Rank Order Statistics
- Two-population sequential tests with three hypotheses
- ITERATED LOGARITHM INEQUALITIES
- A theorem of Feller revisited
- Optimal allocation in sequential tests comparing the means of two Gaussian populations
- Repeated likelihood ratio tests for curved exponential families
- Repeated significance tests for exponential families
- The infinite secretary problem
- The infinite secretary problem as the limit of the finite problem
- On optimal stopping rules for \(s_ n /n\)
- On a class of secretary problems
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- Reducing the Number of Inferior Treatments in Clinical Trials
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- A note on the two-armed bandit problem with finite memory
- On optimal stopping rules
- On the oscillations of sums of independent random variables
- Generalizing the secretary problem
- Sequential medical trials involving paired data
- Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests
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Cited In (8)
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
- Title not available (Why is that?)
- Change-points: from sequential detection to biology and back
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Title not available (Why is that?)
- 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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