Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families
DOI10.1080/07474946.2022.2109673OpenAlexW4307699025WikidataQ115550915 ScholiaQ115550915MaRDI QIDQ5058152
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Publication date: 19 December 2022
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2022.2109673
optimal stoppinghypothesis testingexponential familysequential analysisoptimal sequential testsKiefer-Weiss problem
Parametric hypothesis testing (62F03) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Markov processes: hypothesis testing (62M02)
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