scientific article; zbMATH DE number 5577355

MaRDI QIDQ3637510zbMATH OpenFDO

Authors

Publication date 10 July 2009

Full work available at URL https://eudml.org/doc/37730, http://www.kybernetika.cz/content/2009/2/331

zbMATH Keywords

inequalitylikelihood ratio statisticoptimal stoppingsequential hypotheses testsequential probability ratio testsimple hypothesisstability

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Recommendations

• Note on stability estimation in sequential hypothesis testing
• Asymptotically optimal sequential hypothesis testing
• Optimal multistage sequential hypothesis testing
• Optimality of the sequential probability ratio test for nonstationary observations
• Optimality Of sequential prorability ratio tests for a class of continuous parameter stochastic processes
• Performance and robustness evaluation in sequential hypotheses testing
• Relative stability of hypothesis testing
• Sample-size-optimal sequential testing

Cites work

• A Robust Version of the Probability Ratio Test
• Estimates for perturbations of general discounted Markov control chains
• Estimates of stability of Markov control processes with unbounded costs.
• scientific article; zbMATH DE number 53270 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• scientific article; zbMATH DE number 3415150 (Why is no real title available?)
• On Large Deviations of Sums of Independent Random Variables
• Optimal Sequential Tests for Two Simple Hypotheses
• Optimal sequential tests for two simple hypothesis based on independent observations
• Optimum Character of the Sequential Probability Ratio Test
• Robust sequential testing
• Stability estimates in the problem of average optimal switching of a Markov chain
• Structure of sequential tests minimizing an expected sample size

Cited in

(8)

• Stability of testing hypotheses
• Local information and the design of sequential hypothesis tests
• Relative stability of hypothesis testing
• scientific article; zbMATH DE number 1064664 (Why is no real title available?)
• Note on stability estimation in sequential hypothesis testing
• Fixed-Horizon Active Hypothesis Testing
• On stability of sequential Wald test to a violation of the assumption about observations' independence
• Maximum likelihood ratio test for the stability of sequence of Gaussian random processes

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