Asymptotic optimality of the wald sequential test

DOI10.1080/07474949508836342MaRDI QIDQ4865172zbMATH OpenOpenAlexFDO

Authors Christophe Koell

Publication date 1 September 1996

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949508836342

zbMATH Keywords

\(r\)-quick convergence conditionasymptotic optimalitydependent random variablesWald sequential test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

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Cites work

• Asymptotic optimality of invariant sequential probability ratio tests
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• scientific article; zbMATH DE number 819253 (Why is no real title available?)
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• On r-quick convergence and a conjecture of Strassen
• Optimum Character of the Sequential Probability Ratio Test

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(6)

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• On stability of sequential Wald test to a violation of the assumption about observations' independence

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