scientific article; zbMATH DE number 3766893
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(only showing first 100 items - show all)- Sequential confidence regions of generalized linear models with adaptive designs
- An overview of sequential nonparametric density estimation
- Moments of randomly stopped \(U\)-statistics
- Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
- Bias reduction and negative regret in sequential point extimation
- Application of sequential interval estimation to adaptive mastery testing
- Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function
- Sequential shrinkage estimation in the general linear model
- Large deviations for the maxima of some random fields
- A martingale approach for detecting the drift of a Wiener process
- Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling
- Optimal sequential multiclass diagnosis
- Second-order asymptotics for comparing treatment means from purely sequential estimation strategies under possible outlying observations
- Overshoot in the Case of Normal Variables: Chernoff's Integral, Latta's Observation, and Wijsman's Sum
- Matrices -- compensating the loss of anschauung
- Counting by Weighing: An Alternative Sampling Scheme
- Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
- Minimum risk point estimation of the size of a finite population under mark–recapture strategy
- Sequential estimation in two-truncation parameter family of distributions under type II censoring
- On the degrees of freedom in shape-restricted regression.
- On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
- Sequential estimation of a parameter of an exponential distribution
- A Repeated Significance Test for Distributions with Heavy Tails
- Asymptotic expansions for fixed width confidence interval
- On the distribution of the first passage time of a random walk to an arbitrary remote boundary
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
- Data-efficient quickest change detection with on-off observation control
- Fixed width confidence region for the mean of a multivariate normal distribution
- Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
- Some characteristics of a surplus process in the presence of an upper barrier.
- 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
- Sequential estimation of parameters in one-truncation parameter families under type ii censoring
- Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data
- Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
- A central limit theorem with random indices for stationary linear processes
- Sequential confidence regions for maximum likelihood estimates.
- A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION
- scientific article; zbMATH DE number 7638799 (Why is no real title available?)
- Sequential point estimation of parameters in a threshold AR(1) model
- First passage time distribution for linear functions of a random walk
- On asymptotic behavior of the mean value of the family of the first exit time of random walk described by a nonlinear function of first order autoregression process \((AR (1))\)
- Detection of spatial clustering with average likelihood ratio test statistics
- Guaranteed Local Maximum Likelihood Detection of a Change Point in Nonparametric Logistic Regression
- Asymptotic expansions for first passage times
- Theoretical comparisons of block bootstrap methods
- Sequential detection and estimation of change-points
- SEQUENTIAL CONFIDENCE INTERVALS FOR A POPULATION SIZE WITH FIXED PROPORTIONAL ACCURACY
- Guaranteed maximum likelihood splitting tests of a linear regression model
- Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean
- Theory and practice of second-order expansions for moments of 100 ρ % accelerated sequential stopping times in parametric and nonparametric estimation with arbitrary fractional ρ
- Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup
- Review of some functionals of compound Poisson processes and related stopping times
- Constructing the best linear combination of diagnostic markers via sequential sampling
- Cumulants of the maximum of the Gaussian random walk
- Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Sequential estimate of partial area under ROC curve with \(\beta \)-protection and optimal ratio of cases to controls
- Uniform convergence of exact large deviations for renewal reward processes
- Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure
- An adaptive rule for stopping a discovery process under time censorship
- On a sequential probability ratio test subject to incomplete data
- Sequential estimation for the parameters of a stationary auto regressive model
- Theory and applications of a new methodology for the random sequential probability ratio test
- A note on minimum risk point estimation of the variance of a normal population
- Runs in superpositions of renewal processes with applications to discrimination
- A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
- Bias properties and nonparametric inference for truncated binomial randomization
- Tail asymptotics for the maximum of perturbed random walk
- Diffusion approximations for the maximum of a perturbed random walk
- A uniform renewal theorem
- Power and exponential moments of the number of visits and related quantities for perturbed random walks
- Pricing airbag option via first passage time approach
- BIAS CALCULATIONS FOR ADAPTIVE URN DESIGNS
- First passage times of a jump diffusion process
- Conjugate processes and the simulation of ruin problems
- Rare event simulation for processes generated via stochastic fixed point equations
- Guaranteed testing for epidemic changes of a linear regression model
- A note on accelerated sequential estimation of the mean of NEF-PVF distributions
- Asymptotic expansions for sequential confidence levels in inverse linear regression
- On the moments of certain first passage times for linear growth processes
- Estimation in some binary regression models with prescribed accuracy
- Herbert Robbins and sequential analysis
- Approximate bias calculations for sequentially designed experiments
- Approximate p-values for local sequence alignments.
- Sequential estimation via replicated piecewise stopping number in a tow—parameter exponential family of distributions
- The bootstrap applied to sequential analysis
- 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 estimation of the variance of an unknown distribution
- Optimal adaptive strategies for sequential quantum hypothesis testing
- Multiple inverse sampling in post-stratification
- Sequential confidence sets with beta-protection in multiparameter families
- Sequential Fixed-Width Confidence Bounds for some Subset of parameters
- On asymptotic behavior of local probabilities of crossing the nonlinear boundaries by a perturbed random walk
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
- A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: applications to air quality data
- State-of-the-art in sequential change-point detection
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
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