Performance and robustness evaluation in sequential hypotheses testing

DOI10.1080/03610926.2014.944659zbMath1338.62181OpenAlexW2293868666MaRDI QIDQ2807798

A. Yu. Kharin

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.944659

zbMATH Keywords

robustnessdistortionerror probabilityexpected sample sizesequential test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Sequential statistical analysis (62L10)

Related Items (5)

Sequential probability ratio test for skew normal distribution ⋮ Robustness of sequential hypotheses testing for heterogeneous independent observations ⋮ Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors ⋮ Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series ⋮ Unnamed Item

Cites Work

• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric
• Robust sequential testing
• Robustness of the Mean Square Risk in Forecasting of Regression Time Series
• A discrete markov chain representation of The sequential probability ratio test
• Robust Statistics
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