scientific article; zbMATH DE number 3766893
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Publication:3948486
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- A Repeated Significance Test for Distributions with Heavy Tails
- The probability of exceeding a high boundary on a random time interval for a heavy-tailed random walk
- Exact simulation-based inference: A survey, with additions
- Fixed precision estimator of the offspring mean in branching processes
- Sequential estimation of the variance of an unknown distribution
- Review of some functionals of compound Poisson processes and related stopping times
- Sequential confidence regions of generalized linear models with adaptive designs
- Decentralized sequential detection with sensors performing sequential tests
- On the moments of certain first passage times for linear growth processes
- Sequential testing of two composite statistical hypotheses
- Sequential estimation for time series regression models
- Asymptotic optimality in sequential interval estimation
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Sequential estimate of partial area under ROC curve with \(\beta \)-protection and optimal ratio of cases to controls
- Asymptotic normality in a two-dimensional random walk model for cell motility.
- Sequential estimation of the mean of an exponential family in three stages
- A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
- Adaptive interval estimation in one-way random effects models
- Sequential detection and estimation of change-points
- Ladder heights, Gaussian random walks and the Riemann zeta function
- Sequential estimation in generalized linear models when covariates are subject to errors
- Sequential shrinkage estimation in the general linear model
- On the degrees of freedom in shape-restricted regression.
- On SPRT and RSPRT for the unknown mean in a normal distribution with equal mean and variance
- Active learning in multiple-class classification problems via individualized binary models
- On Monte Carlo estimation of large deviations probabilities
- Sequential estimation in regression models using analogues of trimmed means
- Application of sequential interval estimation to adaptive mastery testing
- Warranty analysis and renewal function estimation
- On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
- Fixed-width simultaneous confidence intervals for all-pairwise comparisons
- SPRT and CUSUM in hidden Markov models
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
- Tail asymptotics for the maximum of perturbed random walk
- Fixed size confidence regions for parameters of threshold AR(1) models
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- An overview of sequential nonparametric density estimation
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
- Bias properties and nonparametric inference for truncated binomial randomization
- Asymptotically optimal Bayesian sequential change detection and identification rules
- Cumulants of the maximum of the Gaussian random walk
- Sequential estimate for linear regression models with uncertain number of effective variables
- Improving Brownian approximations for boundary crossing problems
- Conjugate processes and the simulation of ruin problems
- Limit theorems of continuous-time random walks with tails
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
- Fixed-width confidence intervals for a function of normal parameters
- Sequential Fixed-Width Confidence Bounds for some Subset of parameters
- Sequential confidence intervals for variance components in one-way random models
- Detection of intrusions in information systems by sequential change-point methods
- Some remarks on repeated significance tests for linear contrasts.
- Runs in superpositions of renewal processes with applications to discrimination
- Theoretical comparisons of block bootstrap methods
- Sequential estimation problems for negative exponential populations
- Empirical bayes sequential estimation of the mean
- Stopped diffusion processes: boundary corrections and overshoot
- Theory and applications of a new methodology for the random sequential probability ratio test
- Detection of spatial clustering with average likelihood ratio test statistics
- Rare event simulation for processes generated via stochastic fixed point equations
- First passage times of a jump diffusion process
- Constructing the best linear combination of diagnostic markers via sequential sampling
- Sequential estimation for the parameters of a stationary auto regressive model
- Some characteristics of a surplus process in the presence of an upper barrier.
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- Diffusion approximations for the maximum of a perturbed random walk
- Fixed width confidence region for the mean of a multivariate normal distribution
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Approximate bias calculations for sequentially designed experiments
- Change point problems in the model of logistic regression
- Approximate \(p\)-values for local sequence alignments.
- On stopping times for fixed-width confidence regions
- A central limit theorem with random indices for stationary linear processes
- Tail estimates for stochastic fixed point equations via nonlinear renewal theory
- Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
- Estimation for an adaptive allocation design
- A nonlinear parking problem
- A large-deviation result for regenerative processes
- On a fundamental identity for stopping times and its application to risk theory
- sequential estimation of the mean of a linear process
- Estimation in some binary regression models with prescribed accuracy
- On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
- Confidence intervals with fixed proportional accuracy
- Sequential confidence regions for maximum likelihood estimates.
- Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
- Optimizing costs of age replacement policies
- Adaptive sequential confidence intervals for A location Parameter
- Sequential confidence sets with guaranteed coverage probability and beta- protection
- Uniform convergence of exact large deviations for renewal reward processes
- Sequential estimation of ratio of normal parameters
- Moments of randomly stopped \(U\)-statistics
- Repeated significance tests with biased coin allocation schemes
- Herbert Robbins and sequential analysis
- The key renewal theorem for a transient Markov chain
- Maximal wearing-out of a deteriorating system: An optimal stopping approach
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
- Approximating the distribution of the maximum partial sum of normal deviates
- Matrices -- compensating the loss of anschauung
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
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