Sequential hypothesis tests under random horizon
DOI10.1080/07474946.2020.1766875zbMATH Open1466.62379OpenAlexW3085489382MaRDI QIDQ4964396FDOQ4964396
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Publication date: 2 March 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2020.1766875
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hypothesis testingsequential analysisoptimal stoppingsequential probability ratio testrandom horizonoptimal sequential tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Non-Markovian processes: hypothesis testing (62M07) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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Cited In (7)
- Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations
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- Randomised sequential probability ratio tests for stochastic processes
- A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
- Title not available (Why is that?)
- A random horizon model for sequential clinical trials
- Fixed-Horizon Active Hypothesis Testing
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