Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
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Publication:5697357
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Cites work
- scientific article; zbMATH DE number 236854 (Why is no real title available?)
- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis
- Approximations to Bayesian sequential tests of composite hypotheses
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- Asymptotic Shapes of Bayes Sequential Testing Regions
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- Boundary crossing probabilities for scan statistics and their applications to change-point detec\-tion
- CONTINUOUS INSPECTION SCHEMES
- Efficient recursive algorithms for detection of abrupt changes in signals and control systems
- Importance sampling in the Monte Carlo study of sequential tests
- Information bounds and quick detection of parameter changes in stochastic systems
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- Nearly optimal sequential tests of composite hypotheses
- On Excess Over the Boundary
- On large deviations theory and asymptotically efficient Monte Carlo estimation
- On the bayes risk incurred by using asymptotic shapes
- Optimality and almost optimality of mixture stopping rules
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
- Sequential Procedure of Testing Composite Hypotheses with Applications to the Kiefer–Weiss Problem
- Sequential Tests of Statistical Hypotheses
- Statistical Methods Related to the Law of the Iterated Logarithm
- Surveillance of a Simple Linear Regression
- The expected sample size of some tests of power one
Cited in
(11)- Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- Efficient importance sampling for Monte Carlo evaluation of exceedance probabilities
- Multistage tests of multiple hypotheses
- Sequential importance sampling of binary sequences
- Count data regression charts for the monitoring of surveillance time series
- Martingale Type Statistics Applied to Change Points Detection
- Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
- A note on estimating false alarm rates via importance sampling
- Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
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