On the bayes risk incurred by using asymptotic shapes
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Publication:3899351
DOI10.1080/03610928008827993zbMath0452.62067OpenAlexW2015467033MaRDI QIDQ3899351
Publication date: 1980
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928008827993
martingaleslarge deviationsnon-linear renewal theorymultiparameter exponential familiessequential likelihood ratio testsasymptotic shapes of Bayesian sequential continuation regions
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10)
Related Items (3)
A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis ⋮ Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis ⋮ Local information and the design of sequential hypothesis tests
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