Robustness of sequential hypotheses testing for heterogeneous independent observations

DOI10.1090/tpms/1104zbMath1446.62229OpenAlexW3047474908MaRDI QIDQ5117969

Ton That Tu, A. Yu. Kharin

Publication date: 26 August 2020

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1104

zbMATH Keywords

robustnessdistortionsexpected sample sizeerror probabilitiesheterogeneous observationstruncated sequential test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Sequential statistical analysis (62L10)

Cites Work

• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric
• Hadamard's inequality and trapezoid rules for the Riemann-Stieltjes integral
• Robust Bayesian prediction under distortions of prior and conditional distributions
• Performance and robustness evaluation in sequential hypotheses testing
• Probability: A Graduate Course
• Robust Statistics
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