Repeated Significance Tests for a Normal Mean

Cited in

(24)

Asymptotic expansions for the variance of stopping times in nonlinear renewal theory
Weak convergence of bounded influence regression estimates with applications to repeated significance testing
Randomized allocation procedure for testing a normal mean with known variance.
Some remarks on repeated significance tests for linear contrasts.
On the use of estimating functions in monitoring time series for change points
Quality surveillance with EWMA control charts based on exact control limits
Semi-sequential one-shot monitoring of small disorders with controlled type I error rate
Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures
Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate
Adaptive sequential procedures for comparing new treatments with a standard
Exact simulation-based inference: A survey, with additions
First exit densities of Brownian motion through one-sided moving boundaries
Repeated chi-square testing
Boundary Crossing Probabilities for Stationary Gaussian Processes and Brownian Motion
Asymptotic expansions in non-linear renewal theory
A parabolic mask for continuous sampling inspection
Combinatorial devices for sequential analysis
Asymptotic expansions for the sum of the series used in sequential analysis
A repeated significance test in a linear model
Some properties of multiple decisions following a sequential test
Bias reduction via resampling for estimation following sequential tests
Repeated likelihood ratio tests for curved exponential families
REPEATED SIGNIFICANCE TESTS IN FREQUENCY AND TIME DOMAINS*
Randomized repeated significance tests based on scan statistics for discrete data

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