Robustness of sequential hypotheses testing for heterogeneous independent observations

DOI10.1090/TPMS/1104MaRDI QIDQ5117969zbMATH OpenOpenAlexFDO

Authors A. Yu. Kharin, Ton That Tu

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

robustnessexpected sample sizeerror probabilitiesdistortionsheterogeneous observationstruncated sequential test

Mathematics Subject Classification ID

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

Recommendations

• Performance and robustness evaluation in sequential hypotheses testing
• Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Methods for analyzing the effectiveness of sequential statistical tests
• Robustness in sequential discrimination of Markov chains under ``contamination

Cites work

• scientific article; zbMATH DE number 51379 (Why is no real title available?)
• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
• scientific article; zbMATH DE number 2109344 (Why is no real title available?)
• scientific article; zbMATH DE number 3062496 (Why is no real title available?)
• Hadamard's inequality and trapezoid rules for the Riemann-Stieltjes integral
• Performance and robustness evaluation in sequential hypotheses testing
• Probability: A Graduate Course
• Robust Bayesian prediction under distortions of prior and conditional distributions
• Robust Statistics
• Robust multivariate Bayesian forecasting under functional distortions in the \(\chi^2\)-metric
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).

Cited in

(13)

• Robustness in sequential discrimination of Markov chains under ``contamination
• Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations
• scientific article; zbMATH DE number 3958441 (Why is no real title available?)
• scientific article; zbMATH DE number 1833960 (Why is no real title available?)
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Characteristics of robust rules for testing two hypotheses
• Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
• Performance and robustness evaluation in sequential hypotheses testing
• Methods for analyzing the effectiveness of sequential statistical tests
• scientific article; zbMATH DE number 1936716 (Why is no real title available?)
• Robust and distributed hypothesis testing
• On stability of sequential Wald test to a violation of the assumption about observations' independence
• scientific article; zbMATH DE number 3883411 (Why is no real title available?)

This page was built for publication: Robustness of sequential hypotheses testing for heterogeneous independent observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5117969)