Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis
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Publication:6620752
Cites work
- scientific article; zbMATH DE number 5629283 (Why is no real title available?)
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- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- An efficient approximate solution to the Kiefer-Weiss problem
- Asymptotic Shapes of Bayes Sequential Testing Regions
- Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments
- Asymptotic efficiency of three-stage hypothesis tests
- Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
- Asymptotic optimality of invariant sequential probability ratio tests
- Asymptotically Optimum Properties of Certain Sequential Tests
- Asymptotically Optimum Sequential Inference and Design
- Asymptotically optimal multistage tests of simple hypotheses
- CONTINUOUS INSPECTION SCHEMES
- Differentiation Under the Expectation Sign in the Fundamental Identity of Sequential Analysis
- Efficient three-stage \(t\)-tests
- Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials
- Information bounds and quick detection of parameter changes in stochastic systems
- Integrated Risk of Asymptotically Bayes Sequential Tests
- Likelihood Ratio Tests for Sequential $k$-Decision Problems
- Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
- Multichannel Sequential Detection—Part I: Non-i.i.d. Data
- Nearly-optimal sequential tests for finitely many parameter values
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
- On Excess Over the Boundary
- On Sequential Tests Which Minimize the Maximum Expected Sample Size
- On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
- Open-ended tests for Koopman-Darmois families
- Optimal Multistage Sampling in a Boundary-Crossing Problem
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- Optimum Character of the Sequential Probability Ratio Test
- Power, sample size and adaptation considerations in the design of group sequential clinical trials
- Procedures for Reacting to a Change in Distribution
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- Sequential Design of Experiments
- Sequential Tests of Statistical Hypotheses
- Sequential analysis. Tests and confidence intervals
- Sequential experimentation in clinical trials. Design and analysis
- Signal recovery with multistage tests and without sparsity constraints
- Some Properties of Generalized Sequential Probability Ratio Tests
- Structure of sequential tests minimizing an expected sample size
- The expected sample size of some tests of power one
- Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
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