Optimal generalized truncated sequential Monte Carlo test

DOI10.1016/j.jmva.2013.06.003zbMath1315.62070OpenAlexW2084344143MaRDI QIDQ2350658

Ivair R. Silva, Renato M. Assunção

Publication date: 25 June 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.06.003

zbMATH Keywords

execution timepower loss\(p\)-value densityresampling risk

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

Related Items

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Uses Software

• simctest