Sequential hypothesis tests under random horizon

DOI10.1080/07474946.2020.1766875MaRDI QIDQ4964396zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

hypothesis testingsequential analysisoptimal stoppingsequential probability ratio testrandom horizonoptimal sequential tests

Mathematics Subject Classification ID

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)

• Fixed-Horizon Active Hypothesis Testing
• Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations
• scientific article; zbMATH DE number 3917500 (Why is no real title available?)
• Randomised sequential probability ratio tests for stochastic processes
• A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population
• scientific article; zbMATH DE number 1936716 (Why is no real title available?)
• A random horizon model for sequential clinical trials

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