scientific article; zbMATH DE number 3766893

zbMATH Open0487.62062MaRDI QIDQ3948486FDOQ3948486

Publication date: 1982

Title of this publication is not available (Why is that?)

composite hypotheses renewal theorem sequential probability ratio test nonlinear renewal theory repeated significance tests optional sampling theorem multiparameter problems Anscombe theorem Spitzer formula open-ended tests

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Optimal stopping in statistics (62L15) Renewal theory (60K05)

Cited In (only showing first 100 items - show all)

Moments of randomly stopped \(U\)-statistics
Large deviations for the maxima of some random fields
Matrices -- compensating the loss of anschauung
Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
Sequential estimation of a parameter of an exponential distribution
Asymptotic expansions for fixed width confidence interval
Sequential confidence regions for maximum likelihood estimates.
SEQUENTIAL CONFIDENCE INTERVALS FOR A POPULATION SIZE WITH FIXED PROPORTIONAL ACCURACY
Asymptotic expansions for first passage times
Uniform convergence of exact large deviations for renewal reward processes
A uniform renewal theorem
BIAS CALCULATIONS FOR ADAPTIVE URN DESIGNS
Estimation in some binary regression models with prescribed accuracy
Herbert Robbins and sequential analysis
Sequential confidence sets with beta-protection in multiparameter families
Multiple inverse sampling in post-stratification
On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
State-of-the-art in sequential change-point detection
Nonparametric Sequential Bayes Estimation of the Distribution Function
Bias corrected sequential estimation for the mean of nef-pvf distributions
Sequential confidence bands for densities
Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
Asymptotic efficiency in sequential designs for estimation in the exponential family case
A local limit theorem for perturbed random walks
The rates of convergence of Bayes estimators in change-point analysis
Maximal wearing-out of a deteriorating system: An optimal stopping approach
Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution
Local asymptotic normality of a sequential model for marked point processes and its applications
Nonlinear renewal theory under growth conditions
Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
Second-order asymptotics in level crossing for differences of renewal processes
Nonlinear renewal theory for Markov random walks
Asymptotically efficient strategies for a stochastic scheduling problem with order constraints.
Adaptive sequential confidence intervals for A location Parameter
Sequential confidence sets with guaranteed coverage probability and beta- protection
Sequential estimation of ratio of normal parameters
Sequential estimation of the difference of means of two negative exponential populations
A fixed-width interval for \(1/\beta\) in simple linear regression
Fixed-width sequential confidence interval for the mean of a gamma distribution
On the sequential point estimation of the mean of a gamma distribution
Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions
A bound on the expected overshoot for some concave boundaries
Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions
Sequential estimation of the mean of NEF-PVF distributions
Tools to Estimate the First Passage Time to a Convex Barrier
The key renewal theorem for a transient Markov chain
The maximum of a random walk reflected at a general barrier
Optimal stopping in a cumulative damage model
On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution
Improved sequential procedures for estimating the percentile of a normal distribution
Repeated significance tests with biased coin allocation schemes
Approximating the distribution of the maximum partial sum of normal deviates
\(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
Stopped two-dimensional perturbed random walks and Lévy processes
Confidence intervals with fixed proportional accuracy
Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
Optimizing costs of age replacement policies
Second order sequential estimation of the mean exponential survival time under random censoring
Sequential shrinkage estimation in the general linear model
Application of sequential interval estimation to adaptive mastery testing
A Repeated Significance Test for Distributions with Heavy Tails
On the degrees of freedom in shape-restricted regression.
Some characteristics of a surplus process in the presence of an upper barrier.
Fixed width confidence region for the mean of a multivariate normal distribution
A central limit theorem with random indices for stationary linear processes
Sequential detection and estimation of change-points
Theoretical comparisons of block bootstrap methods
Detection of spatial clustering with average likelihood ratio test statistics
Review of some functionals of compound Poisson processes and related stopping times
Cumulants of the maximum of the Gaussian random walk
Likelihood Ratio Identities and Their Applications to Sequential Analysis
Constructing the best linear combination of diagnostic markers via sequential sampling
Sequential estimate of partial area under ROC curve with \(\beta \)-protection and optimal ratio of cases to controls
Sequential estimation for the parameters of a stationary auto regressive model
Bias properties and nonparametric inference for truncated binomial randomization
Runs in superpositions of renewal processes with applications to discrimination
Theory and applications of a new methodology for the random sequential probability ratio test
Diffusion approximations for the maximum of a perturbed random walk
A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
Tail asymptotics for the maximum of perturbed random walk
First passage times of a jump diffusion process
Power and exponential moments of the number of visits and related quantities for perturbed random walks
Conjugate processes and the simulation of ruin problems
Rare event simulation for processes generated via stochastic fixed point equations
Approximate bias calculations for sequentially designed experiments
On the moments of certain first passage times for linear growth processes
Approximate \(p\)-values for local sequence alignments.
Sequential estimation of the variance of an unknown distribution
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
Sequential confidence intervals for variance components in one-way random models
Sequential Fixed-Width Confidence Bounds for some Subset of parameters
Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
Stopped diffusion processes: boundary corrections and overshoot
Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
Sequential testing of two composite statistical hypotheses
Sequential estimation of the mean of an exponential family in three stages
Nonanticipating estimation applied to sequential analysis and changepoint detection
Asymptotic optimality in sequential interval estimation
Sequential estimation in generalized linear models when covariates are subject to errors

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