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)

Recommendations

• Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
• Asymptotic efficiency of a sequential multihypothesis test
• scientific article; zbMATH DE number 4203515
• A class of asymptotically optimal sequential tests for composite hypotheses
• Asymptotically optimal sequential hypothesis testing
• Asymptotically optimal sequential tests for nonhomogeneous processes
• Asymptotic Optimality of the Sequential d-Guaranty Test

Cited in

(25)

• Application of sequential interval estimation to adaptive mastery testing
• scientific article; zbMATH DE number 20652 (Why is no real title available?)
• Asymptotically Optimal Solutions in the Change-Point Problem
• Theory and applications of a new methodology for the random sequential probability ratio test
• Optimal Information Usage in Binary Sequential Hypothesis Testing
• ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
• Bayesian sequential joint detection and estimation under multiple hypotheses
• Detection and identification of changes of hidden Markov chains: asymptotic theory
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• A nonsymmetric sequential test
• scientific article; zbMATH DE number 817395 (Why is no real title available?)
• Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Asymptotically optimal sequential multiple testing with asynchronous decisions
• Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
• Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
• Nearly optimal sequential tests of composite hypotheses revisited
• Detection of intrusions in information systems by sequential change-point methods
• Asymptotic optimality of the wald sequential test
• On the multivariate asymptotic distribution of sequential chi-square statistics
• Sequential joint detection and estimation
• The dynamics of choice among multiple alternatives
• Asymptotic Optimality of Change-Point Detection Schemes in General Continuous-Time Models
• Asymptotic Optimality of the Sequential d-Guaranty Test
• Asymptotically optimal sequential hypothesis testing

This page was built for publication: Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1969415)