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 testingoptimal sequential testsoptimal stoppingrandom horizonsequential analysissequential probability ratio test

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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Cited in

(8)

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

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