Performance and robustness evaluation in sequential hypotheses testing

DOI10.1080/03610926.2014.944659zbMATH Open1338.62181OpenAlexW2293868666MaRDI QIDQ2807798FDOQ2807798

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

Recommendations

• Robustness of sequential hypotheses testing for heterogeneous independent observations
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• An approach to asymptotic robustness analysis of sequential tests for composite parametric hypotheses

zbMATH Keywords

robustnesssequential testexpected sample sizedistortionerror probability

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (11)

• Title not available (Why is that?)
• Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
• Robustness in sequential discrimination of Markov chains under ``contamination
• Sequential probability ratio test for skew normal distribution
• Robustness of sequential hypotheses testing for heterogeneous independent observations
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers

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