ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*

Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

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Asymptotic optimality of invariant sequential probability ratio tests
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Cited In (5)

On the Asymptotic Behavior of Characteristics of the Sequential Likelihood Ratio Test
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Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses
Sequential testing of two composite statistical hypotheses
Group sequential testing under instrumented difference-in-differences approach

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