scientific article; zbMATH DE number 3766893
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- Conjugate processes and the simulation of ruin problems
- Repeated significance tests with biased coin allocation schemes
- Confidence intervals with fixed proportional accuracy
- Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
- Asymptotic optimality in sequential interval estimation
- Optimizing costs of age replacement policies
- Large deviations for the maxima of some random fields
- Asymptotic expansions for fixed width confidence interval
- Asymptotic expansions for first passage times
- Second order sequential estimation of the mean exponential survival time under random censoring
- Nonlinear renewal theory under growth conditions
- Second-order asymptotics in level crossing for differences of renewal processes
- Boundary crossing probabilities by nondifferentiable processes and applications to two-phase regression
- A local limit theorem for perturbed random walks
- Multiple inverse sampling in post-stratification
- Maximal wearing-out of a deteriorating system: An optimal stopping approach
- Sequential estimation of the mean of an exponential family in three stages
- Sequential estimation of a parameter of an exponential distribution
- Nonlinear renewal theory for Markov random walks
- Fixed-width sequential confidence interval for the mean of a gamma distribution
- A fixed-width interval for \(1/\beta\) in simple linear regression
- Estimation in some binary regression models with prescribed accuracy
- 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
- Ladder heights, Gaussian random walks and the Riemann zeta function
- Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions
- Estimation for an adaptive allocation design
- Active learning in multiple-class classification problems via individualized binary models
- Sequential estimation of the mean of NEF-PVF distributions
- Stopped two-dimensional perturbed random walks and Lévy processes
- A bound on the expected overshoot for some concave boundaries
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
- Moments of randomly stopped U-statistics
- SPRT and CUSUM in hidden Markov models
- Some characteristics of a surplus process in the presence of an upper barrier.
- Herbert Robbins and sequential analysis
- Approximating the distribution of the maximum partial sum of normal deviates
- A martingale approach for detecting the drift of a Wiener process
- Sequential point estimation of parameters in a threshold AR(1) model
- First passage time distribution for linear functions of a random walk
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- Change point problems in the model of logistic regression
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- Theoretical comparisons of block bootstrap methods
- The sequential estimation in stochastic regression model with random coefficients
- A large-deviation result for regenerative processes
- On a fundamental identity for stopping times and its application to risk theory
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- Some remarks on repeated significance tests for linear contrasts.
- An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT
- Limit distribution of spacings statistics when the sample size is random
- Approximate p-values for local sequence alignments.
- On the degrees of freedom in shape-restricted regression.
- Sequential confidence regions for maximum likelihood estimates.
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Asymptotically efficient strategies for a stochastic scheduling problem with order constraints.
- Sequential estimation for time series regression models
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- A note on accelerated sequential estimation of the mean of NEF-PVF distributions
- Local asymptotic normality of a sequential model for marked point processes and its applications
- On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution
- The rates of convergence of Bayes estimators in change-point analysis
- Sequential confidence bands for densities
- State-of-the-art in sequential change-point detection
- Improving Brownian approximations for boundary crossing problems
- Asymptotic normality in a two-dimensional random walk model for cell motility.
- An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions
- Self-similar measures and the Rajchman property
- Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients
- Matrices -- compensating the loss of anschauung
- Optimal adaptive strategies for sequential quantum hypothesis testing
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
- Purely sequential point estimation of a function of the mean in an exponential distribution
- Application of sequential interval estimation to adaptive mastery testing
- Stopped diffusion processes: boundary corrections and overshoot
- On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
- Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- Simplified analytical proof of Blackwell's renewal theorem
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- An adaptive rule for stopping a discovery process under time censorship
- Uniform convergence of exact large deviations for renewal reward processes
- Cumulants of the maximum of the Gaussian random walk
- Adaptive interval estimation in one-way random effects models
- The key renewal theorem for a transient Markov chain
- The maximum of a random walk reflected at a general barrier
- Guaranteed testing for epidemic changes of a linear regression model
- Fixed-width confidence interval based on a minimum Hellinger distance estimator
- Sequential estimate for generalized linear models with uncertain number of effective variables
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Runs in superpositions of renewal processes with applications to discrimination
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
- Optimal stopping in a cumulative damage model
- Review of some functionals of compound Poisson processes and related stopping times
- Bias reduction and negative regret in sequential point extimation
- SEQUENTIAL CONFIDENCE INTERVALS FOR A POPULATION SIZE WITH FIXED PROPORTIONAL ACCURACY
- A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION
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