Asymptotically Optimum Properties of Certain Sequential Tests
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Publication:5546414
DOI10.1214/AOMS/1177698250zbMATH Open0162.49805OpenAlexW1994141208MaRDI QIDQ5546414FDOQ5546414
Publication date: 1968
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698250
Cited In (9)
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- Local information and the design of sequential hypothesis tests
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
- Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
- Nearly optimal sequential tests of composite hypotheses revisited
- A stable sequential multiple test for Koopman-Darmois family
- On the bayes risk incurred by using asymptotic shapes
- A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis
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