Optimal sequential tests for testing two composite and multiple simple hypotheses
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Publication:3106541
DOI10.1080/07474946.2011.619106zbMATH Open1228.62097OpenAlexW2029905134MaRDI QIDQ3106541FDOQ3106541
Authors: B. S. Darkhovskij 
Publication date: 28 December 2011
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2011.619106
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Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Optimal stopping in statistics (62L15)
Cites Work
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- Information bounds and quick detection of parameter changes in stochastic systems
- Optimum Character of the Sequential Probability Ratio Test
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- Nearly optimal sequential tests of composite hypotheses
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- Nearly-optimal sequential tests for finitely many parameter values
- Title not available (Why is that?)
- Optimal stopping and sequential tests which minimize the maximum expected sample size
- Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
- Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
- A sequential procedure for multihypothesis testing
- Lower Bounds for Average Sample Number of Sequential Multihypothesis Tests
- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- Some Properties of Generalized Sequential Probability Ratio Tests
- Title not available (Why is that?)
- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- Sequential testing of two composite statistical hypotheses
- Sequential change-point detection for mixing random sequences under composite hypotheses
- A Sequential Procedure for Testing Many Composite Hypotheses
- Sequential Testing for Several Signals in Gaussian White Noise
- Title not available (Why is that?)
Cited In (28)
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
- Minimax optimal sequential hypothesis tests for Markov processes
- Almost optimal sequential tests of discrete composite hypotheses
- Optimal Sequential Tests for Two Simple Hypotheses
- Sequential testing of many simple hypotheses with independent observations
- Optimal multistage sequential hypothesis testing
- Minimax sequential tests for many composite hypotheses. II.
- Title not available (Why is that?)
- Minimax Sequential Tests for Many Composite Hypotheses. I
- Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data
- Bayesian sequential composite hypothesis testing in discrete time
- Sequential Bonferroni methods for multiple hypothesis testing with strong control of family-wise error rates I and II
- Sequential testing of two composite statistical hypotheses
- Title not available (Why is that?)
- On sequential hypotheses testing via convex optimization
- Sequential probabilistic ratio test for the scale parameter of the \(P\)-norm distribution
- Sequential probability ratio test for skew normal distribution
- Multihypothesis sequential probability ratio tests .I. Asymptotic optimality
- Nearly optimal sequential tests of composite hypotheses revisited
- Title not available (Why is that?)
- A Sequential Procedure for Testing Many Composite Hypotheses
- Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
- Optimal sequential tests for two simple hypothesis based on independent observations
- A sequential procedure for deciding among three hypotheses
- Optimal sequential multiple hypothesis tests
- A Double Sequential Weighted Probability Ratio Test for One-Sided Composite Hypotheses
- A linear programming approach to sequential hypothesis testing
- A class of asymptotically optimal sequential tests for composite hypotheses
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