Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
From MaRDI portal
Publication:1848846
DOI10.1214/AOS/1015957474zbMATH Open1105.62367OpenAlexW1548974464MaRDI QIDQ1848846FDOQ1848846
Authors: Hock Peng Chan, Tze Leung Lai 
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1015957474
Recommendations
Cites Work
- Linear Statistical Inference and its Applications
- Sequential analysis. Tests and confidence intervals
- Sequential Tests of Statistical Hypotheses
- Large deviations of likelihood ratio statistics with applications to sequential testing
- Title not available (Why is that?)
- Asymptotically Optimal Tests for Multinomial Distributions
- Title not available (Why is that?)
- On the Volume of Tubes
- Title not available (Why is that?)
- On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression
- Differential Topology
- Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
- Volumes of tubular neighborhoods of spherical polyhedra and statistical inference
- Conservative confidence bands in curvilinear regression
- On Hotelling's formula for the volume of tubes and Naiman's inequality
- Saddlepoint approximations
- Title not available (Why is that?)
- Tubes and Spheres in n-Spaces, and a Class of Statistical Problems
- Importance sampling in the Monte Carlo study of sequential tests
- Title not available (Why is that?)
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- Rates of Convergence of Estimates and Test Statistics
- Self-normalized large deviations
- The expected number of local maxima of a random field and the volume of tubes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Local Limit Theorem for Nonlattice Multi-Dimensional Distribution Functions
- Title not available (Why is that?)
- A renewal theorem for curved boundaries and moments of first passage times
- A nonlinear renewal theory with applications to sequential analysis. I
- Title not available (Why is that?)
- Repeated likelihood ratio tests
- Repeated likelihood ratio tests for curved exponential families
- Repeated significance tests for exponential families
Cited In (15)
- Effect of bivariate data's correlation on sequential tests of circular error probability
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
- Title not available (Why is that?)
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Title not available (Why is that?)
- Most powerful test sequences with early stopping options
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
- A sequential Monte Carlo approach to computing tail probabilities in stochastic models
- On the Accuracy of Approximation in the Sequential Wald Test
- On the corrections to the likelihood ratio statistics
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Nearly optimal sequential tests of composite hypotheses revisited
- On the Operating Characteristic Function for the Exponential Family
- Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
This page was built for publication: Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848846)
