Robustness of sequential hypotheses testing for heterogeneous independent observations

DOI10.1090/TPMS/1104zbMATH Open1446.62229OpenAlexW3047474908MaRDI QIDQ5117969FDOQ5117969

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

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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)

Cites Work

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• Robust Statistics
• Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
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• Probability: A Graduate Course
• Hadamard's inequality and trapezoid rules for the Riemann-Stieltjes integral
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• Performance and robustness evaluation in sequential hypotheses testing
• 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
• Robust Bayesian prediction under distortions of prior and conditional distributions

Cited In (9)

• Dynamic sequential team multi-hypothesis testing under uniformly distributed nonstationary observations
• Title not available (Why is that?)
• Characteristics of robust rules for testing two hypotheses
• Robustness in sequential discrimination of Markov chains under ``contamination
• Title not available (Why is that?)
• Robustness of sequential testing of hypotheses on parameters of \(M\)-valued random sequences
• Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
• Title not available (Why is that?)
• Title not available (Why is that?)

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