Asymptotically Optimum Properties of Certain Sequential Tests
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Publication:5546414
DOI10.1214/aoms/1177698250zbMath0162.49805OpenAlexW1994141208MaRDI QIDQ5546414
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698250
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Likelihood Ratio Identities and Their Applications to Sequential Analysis ⋮ ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS* ⋮ A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis ⋮ A stable sequential multiple test for Koopman-Darmois family ⋮ Nearly optimal sequential tests of composite hypotheses revisited ⋮ Optimal stopping for Brownian motion with applications to sequential analysis and option pricing ⋮ Local information and the design of sequential hypothesis tests ⋮ On the bayes risk incurred by using asymptotic shapes
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