Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case

DOI10.1023/A:1009952514505MaRDI QIDQ1969415zbMATH OpenOpenAlexFDO

Authors Alexander G. Tartakovsky

Publication date 7 June 2000

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009952514505

zbMATH Keywords

asymptotics optimalitycorrelated and non-homogeneous processesinvariant sequential testsmoments of stopping timesmulti-sample slippage problemmultihypothesis sequential testsone-sided SPRTr-quick convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
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• scientific article; zbMATH DE number 20652 (Why is no real title available?)
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• Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
• ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
• scientific article; zbMATH DE number 817395 (Why is no real title available?)
• Asymptotic optimality of the wald sequential test
• Asymptotic efficiency of a sequential multihypothesis test
• Nearly optimal sequential tests of composite hypotheses revisited
• Asymptotically Optimal Solutions in the Change-Point Problem
• Bayesian sequential joint detection and estimation under multiple hypotheses
• Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
• Asymptotically optimal sequential hypothesis testing
• Optimal Information Usage in Binary Sequential Hypothesis Testing
• Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
• Asymptotically optimal sequential multiple testing with asynchronous decisions
• Rates in the complete convergence of weighted bootstrap means
• Detection of intrusions in information systems by sequential change-point methods
• Theory and applications of a new methodology for the random sequential probability ratio test
• Supremal inequalities for convex M-estimators with applications to complete and quick convergence
• A nonsymmetric sequential test

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