Sequential Tests of Statistical Hypotheses
From MaRDI portal
Publication:5836364
Cited in
(only showing first 100 items - show all)- Anscombe's model for sequential clinical trials revisited
- Investment timing with incomplete information and multiple means of learning
- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- Optimal multiple change-point detection for high-dimensional data
- Asymptotically optimal methods for sequential testing of composite hypotheses
- Inequalities in Statistics and Information Measures
- Optimal Sequential Tests for Two Simple Hypotheses
- Hypothesis testing for Markov chain Monte Carlo
- On simulation-based probabilistic model checking of mixed-analog circuits
- Inequalities for tails of adapted processes with an application to Wald's lemma
- Know the single-receptor sensing limit? Think again
- Modeling imageless thought: The relative judgment theory of numerical comparisons
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families.
- On the busy period in the queueing system GI/G/1
- On Wald Optimal Stopping Problem for Geometric Brownian Motions
- A maximized sequential probability ratio test for drug and vaccine safety surveillance
- From boundary crossing of non-random functions to boundary crossing of stochastic processes
- Optimal cumulative sum charting procedures based on kernel densities
- Evaluation functions and decision conditions of three-way decisions with game-theoretic rough sets
- Truncated sequential Monte Carlo test with exact power
- Continuous versus group sequential analysis for post-market drug and vaccine safety surveillance
- Matrices -- compensating the loss of anschauung
- The sequential probability ratio test under random censorship
- Optimal sequential tests for testing two composite and multiple simple hypotheses
- Sequential negative binomial problems and statistical ecology: a selected review with new directions
- Optimal decision indices for R\&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index
- Exact anytime-valid confidence intervals for contingency tables and beyond
- Statistically sound verification and optimization for complex systems
- Frequentist-Bayesian Monte Carlo test for mean vectors in high dimension
- General Wald-type identities for exchangeable sequences and processes
- Note on the zeros of π_{π}^{π}(cosπ) and ππ_{π}^{π}(cosπ)/\vphantom{ππ_{π}^{π}(cosπ)ππ}.\kern-\nulldelimiterspaceππ considered as functions of π
- On a coincidence problem concerning telephone traffic
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Moments of randomly stopped sums -- revisited
- On sequential hypotheses testing via convex optimization
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- On shadowed hypergraphs
- A Note on Online Change Point Detection
- Optimal nonparametric change point analysis
- Optimal covariance change point localization in high dimensions
- A new property of the inverse Gaussian distribution with applications
- Effect of bivariate data's correlation on sequential tests of circular error probability
- Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses
- Wald's martingale and the conditional distributions of absorption time in the Moran process
- Radar waveform design for extended target recognition under detection constraints
- Group sequential tests under fractional Brownian motion in monitoring clinical trials
- Boundary crossing probabilities for general exponential families
- Decisions on the fly in cellular sensory systems
- Connections, context, and community: Abraham Wald and the sequential probability ratio test
- Bayesian statistical model checking with application to Stateflow/Simulink verification
- Command-based importance sampling for statistical model checking
- Two Bayesian approaches to rough sets
- Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
- Limit distribution of the maximum and minimum of successive cumulative sums of random variables
- Sequential probability ratio test for the mode of M-Gaussian distribution
- The superiority of three-way decisions in probabilistic rough set models
- Always Valid Inference: Continuous Monitoring of A/B Tests
- Sequential decision aggregation with social pressure
- Time-uniform, nonparametric, nonasymptotic confidence sequences
- A sequential regression model for big data with attributive explanatory variables
- Spontaneous Dynamics of Asymmetric Random Recurrent Spiking Neural Networks
- On an approach to boundary crossing by stochastic processes
- Synthesis and infeasibility analysis for stochastic models of biochemical systems using statistical model checking and abstraction refinement
- A three-way approach for learning rules in automatic knowledge-based topic models
- A multiple hypothesis testing approach to detection changes in distribution
- Kullback-Leibler upper confidence bounds for optimal sequential allocation
- Statistical probabilistic model checking with a focus on time-bounded properties
- A necessary and sufficient condition for diagnosability of stochastic discrete event systems
- Interactive martingale tests for the global null
- Univariate mean change point detection: penalization, CUSUM and optimality
- On the optimality of differentiated SPR tests of composite hypotheses
- Risk verification of stochastic systems with neural network controllers
- A robust latent CUSUM chart for monitoring customer attrition
- Sequential probability ratio test for zero inflation in counting data
- Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
- Not significant: what now?
- Optimal learning before choice
- Optimal adaptive strategies for sequential quantum hypothesis testing
- Type I error probability spending for post-market drug and vaccine safety surveillance with Poisson data
- Solvable integration problems and optimal sample size selection
- Detecting changes in real-time data: a user's guide to optimal detection
- On Quantitative Modelling and Verification of DNA Walker Circuits Using Stochastic Petri Nets
- A new test for tail index with application to Danish fire loss data
- Bernoulli Ballot Polling: A Manifest Improvement for Risk-Limiting Audits
- Computation of optimal group sequential designs
- ALPHA: audit that learns from previously hand-audited ballots
- Evaluating ambiguous random variables from Choquet to maxmin expected utility
- Distortion risk measures, ROC curves, and distortion divergence
- Drift-diffusion models for multiple-alternative forced-choice decision making
- Nonasymptotic sequential tests for overlapping hypotheses applied to near-optimal arm identification in bandit models
- Larry Brown's contributions to parametric inference, decision theory and foundations: a survey
- On the expected runtime of multiple testing algorithms with bounded error
- A simple method for implementing Monte Carlo tests
- The statistics of optimal decision making: exploring the relationship between signal detection theory and sequential analysis
- Time-uniform Chernoff bounds via nonnegative supermartingales
- Sequential change point detection in high dimensional time series
- Adaptive Change Point Monitoring for High-Dimensional Data
- Universal inference
- A modified sequential probability ratio test
- An enhanced evaluation method of sequential probability ratio test
This page was built for publication: Sequential Tests of Statistical Hypotheses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5836364)
