Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis

Cites Work

Optimal stopping times for detecting changes in distributions
Sequential analysis. Tests and confidence intervals
Asymptotic optimality of invariant sequential probability ratio tests
Information bounds and quick detection of parameter changes in stochastic systems
Procedures for Reacting to a Change in Distribution
Optimum Character of the Sequential Probability Ratio Test
CONTINUOUS INSPECTION SCHEMES
Sequential Tests of Statistical Hypotheses
Optimal detection of a change in distribution
Open-ended tests for Koopman-Darmois families
Asymptotic Shapes of Bayes Sequential Testing Regions
Title not available (Why is that?)
Nearly-optimal sequential tests for finitely many parameter values
Title not available (Why is that?)
Sequential experimentation in clinical trials. Design and analysis
Asymptotically optimal multistage tests of simple hypotheses
Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
On Excess Over the Boundary
Title not available (Why is that?)
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
Nonanticipating estimation applied to sequential analysis and changepoint detection
Title not available (Why is that?)
Sequential Design of Experiments
Power, sample size and adaptation considerations in the design of group sequential clinical trials
An efficient approximate solution to the Kiefer-Weiss problem
The expected sample size of some tests of power one
2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
Some Properties of Generalized Sequential Probability Ratio Tests
Asymptotically Optimum Properties of Certain Sequential Tests
Integrated Risk of Asymptotically Bayes Sequential Tests
On Sequential Tests Which Minimize the Maximum Expected Sample Size
Asymptotically Optimum Sequential Inference and Design
Efficient three-stage $t$-tests
Asymptotic efficiency of three-stage hypothesis tests
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Multichannel Sequential Detection—Part I: Non-i.i.d. Data
Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials
Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments
Structure of sequential tests minimizing an expected sample size
Optimal Multistage Sampling in a Boundary-Crossing Problem
Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
Differentiation Under the Expectation Sign in the Fundamental Identity of Sequential Analysis
Likelihood Ratio Tests for Sequential $k$-Decision Problems
Signal recovery with multistage tests and without sparsity constraints

This page was built for publication: Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620752)