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)

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
Sequential estimation in regression models using analogues of trimmed means
Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
SPRT and CUSUM in hidden Markov models
sequential estimation of the mean of a linear process
On SPRT and RSPRT for the unknown mean in a normal distribution with equal mean and variance
Estimation for an adaptive allocation design
On Monte Carlo estimation of large deviations probabilities
A large-deviation result for regenerative processes
Fixed precision estimator of the offspring mean in branching processes
Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
Some remarks on repeated significance tests for linear contrasts.
Adaptive interval estimation in one-way random effects models
Detection of intrusions in information systems by sequential change-point methods
Tail estimates for stochastic fixed point equations via nonlinear renewal theory
Improving Brownian approximations for boundary crossing problems
Change point problems in the model of logistic regression
Asymptotic normality in a two-dimensional random walk model for cell motility.
Limit theorems of continuous-time random walks with tails
Sequential estimation problems for negative exponential populations
Decentralized sequential detection with sensors performing sequential tests
Active learning in multiple-class classification problems via individualized binary models
Fixed-width confidence intervals for a function of normal parameters
On stopping times for fixed-width confidence regions
Exact simulation-based inference: A survey, with additions
Asymptotically optimal Bayesian sequential change detection and identification rules
Sequential estimate for linear regression models with uncertain number of effective variables
Local limit theorem for the distibution of s_n
Sequential estimation for time series regression models
Ladder heights, Gaussian random walks and the Riemann zeta function
Fixed size confidence regions for parameters of threshold AR(1) models
Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
Warranty analysis and renewal function estimation
On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
Empirical bayes sequential estimation of the mean
A nonlinear parking problem
On a fundamental identity for stopping times and its application to risk theory
The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
Sequential confidence regions of generalized linear models with adaptive designs
Fixed-width simultaneous confidence intervals for all-pairwise comparisons
An overview of sequential nonparametric density estimation
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

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