Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
From MaRDI portal
Publication:493864
DOI10.1007/S10958-015-2230-YzbMATH Open1325.62152OpenAlexW2014166312MaRDI QIDQ493864FDOQ493864
Authors: A. Yu. Kharin, D. V. Kishylau
Publication date: 4 September 2015
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-015-2230-y
Recommendations
- Robustness of sequential hypotheses testing for heterogeneous independent observations
- Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
- Robustness of Sequential Tests for Means
- A sequential testing procedure for outliers and structural change
- An approach to asymptotic robustness analysis of sequential tests for composite parametric hypotheses
- scientific article; zbMATH DE number 865687
- Performance and robustness evaluation in sequential hypotheses testing
Cites Work
Cited In (9)
- An approach to asymptotic robustness analysis of sequential tests for composite parametric hypotheses
- Universal sequential outlier hypothesis testing
- Performance and robustness evaluation in sequential hypotheses testing
- Robust and distributed hypothesis testing
- Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series
- Robustness of sequential hypotheses testing for heterogeneous independent observations
- Title not available (Why is that?)
- Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
- On stability of sequential Wald test to a violation of the assumption about observations' independence
This page was built for publication: Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q493864)