A Repeated Significance Test for Distributions with Heavy Tails
From MaRDI portal
Publication:4678863
DOI10.1081/SQA-200046834zbMath1061.62120MaRDI QIDQ4678863
Joseph Glaz, Vladimir Pozdnyakov
Publication date: 23 May 2005
Published in: Sequential Analysis (Search for Journal in Brave)
invariance principleexpected sample sizeparabolic PDEsignificance levelpartial sums of truncated observationspower function for a repeated significance test
Nonparametric hypothesis testing (62G10) Statistics of extreme values; tail inference (62G32) Sequential statistical analysis (62L10)
Related Items
A nonparametric repeated significance test with adaptive target sample size, Group sequential tests: beyond exponential family models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sequential analysis. Tests and confidence intervals
- Repeated significance tests for exponential families
- Large deviations for boundary crossing probabilities
- A nonlinear renewal theory with applications to sequential analysis. I
- A nonlinear renewal theory with applications to sequential analysis II
- A note on functional CLT for truncated sums.
- Estimating the heavy tail index from scaling properties
- Sequential analysis of the proportional hazards model
- An optimal property of the repeated significance test
- Repeated likelihood ratio tests
- Crossing probabilities for a square root boundary by a bessel process
- Approximations for non-symmetric truncated sequential and repeated significance tests
- Repeated likelihood ratio tests for curved exponential families