Repeated likelihood ratio tests for curved exponential families

DOI10.1007/BF00535257zbMATH Open0509.62067MaRDI QIDQ4747417FDOQ4747417

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

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviations of likelihood ratio statistics with applications to sequential testing
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Title not available (Why is that?)
• Differential Topology
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• The geometry of exponential families
• Frequentist properties of Bayesian sequential tests
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• Repeated likelihood ratio tests
• Repeated likelihood ratio tests for curved exponential families
• Repeated Significance Tests for a Normal Mean

Cited In (8)

• 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
• 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

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