Repeated likelihood ratio tests for curved exponential families

DOI10.1007/BF00535257MaRDI QIDQ4747417zbMATH OpenFDO

Authors Steven P. Lalley

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

curved exponential familiesstopping rulesnested hypothesesmultiparameter exponential familiessignificance levels of repeated likelihood ratio tests

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites work

• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3562121 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A nonlinear renewal theory with applications to sequential analysis II
• A nonlinear renewal theory with applications to sequential analysis. I
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Differential Topology
• Frequentist properties of Bayesian sequential tests
• Large deviations of likelihood ratio statistics with applications to sequential testing
• Repeated Significance Tests for a Normal Mean
• Repeated likelihood ratio tests
• Repeated likelihood ratio tests for curved exponential families
• The geometry of exponential families

Cited in

(8)

• A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
• Sequential Change-Point Detection and Estimation
• A Repeated Significance Test for Distributions with Heavy Tails
• Herbert Robbins and sequential analysis
• Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
• Repeated likelihood ratio tests for curved exponential families
• Repeated significance tests with biased coin allocation schemes
• Stopped two-dimensional perturbed random walks and Lévy processes

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