Pages that link to "Item:Q1246983"
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The following pages link to A nonlinear renewal theory with applications to sequential analysis. I (Q1246983):
Displaying 50 items.
- On the moments of certain first passage times for linear growth processes (Q580814) (← links)
- Tail asymptotics for the maximum of perturbed random walk (Q862212) (← links)
- Repeated likelihood ratio test for the variance of normal distribution with unknown mean (Q914307) (← links)
- Sequential estimation of ratio of normal parameters (Q920523) (← links)
- Minimax optimality of the Shiryayev-Roberts change-point detection rule (Q928915) (← links)
- An alternative inverse Gaussian distribution (Q1005214) (← links)
- Detection of spatial clustering with average likelihood ratio test statistics (Q1043720) (← links)
- Repeated significance tests with biased coin allocation schemes (Q1070723) (← links)
- On the renewal measure for Gaussian sequences (Q1080563) (← links)
- Confidence intervals with fixed proportional accuracy (Q1082764) (← links)
- Asymptotic expansions for the variance of stopping times in nonlinear renewal theory (Q1085884) (← links)
- Asymptotic expansions for fixed width confidence interval (Q1094799) (← links)
- Second order sequential estimation of the mean exponential survival time under random censoring (Q1121622) (← links)
- Nonlinear renewal theory under growth conditions (Q1122876) (← links)
- Nonlinear renewal theory for Markov random walks (Q1343594) (← links)
- Estimation in some binary regression models with prescribed accuracy (Q1346658) (← links)
- Sequential estimation of the mean of NEF-PVF distributions (Q1372345) (← links)
- Moments of randomly stopped \(U\)-statistics (Q1381578) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- Invariance principles for the first passage times of perturbed random walks (Q1573261) (← links)
- Sequential point estimation of parameters in a threshold AR(1) model (Q1613666) (← links)
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
- Sequential confidence regions for maximum likelihood estimates. (Q1848836) (← links)
- Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. (Q1848846) (← links)
- A conversation with Tze Leung Lai (Q2038291) (← links)
- Time-uniform, nonparametric, nonasymptotic confidence sequences (Q2039804) (← links)
- An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions (Q2065485) (← links)
- Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients (Q2081718) (← links)
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality (Q2221228) (← links)
- Purely sequential point estimation of a function of the mean in an exponential distribution (Q2241481) (← links)
- Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean (Q2241625) (← links)
- Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data (Q2321986) (← links)
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies (Q2329873) (← links)
- Power and exponential moments of the number of visits and related quantities for perturbed random walks (Q2346971) (← links)
- Inequalities on the overshoot beyond a boundary for independent summands with differing distributions (Q2467383) (← links)
- The key renewal theorem for a transient Markov chain (Q2481400) (← links)
- Approximations to generalized renewal measures (Q2485786) (← links)
- Nonanticipating estimation applied to sequential analysis and changepoint detection (Q2569247) (← links)
- A nonparametric sequential learning procedure for estimating the pure premium (Q2677928) (← links)
- A BOUNDARY CROSSING PROBLEM WITH APPLICATION TO SEQUENTIAL ESTIMATION (Q2747094) (← links)
- Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data (Q2816632) (← links)
- Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: Real data illustrations from cancer studies and reliability analysis (Q2830725) (← links)
- Likelihood Ratio Identities and Their Applications to Sequential Analysis (Q3155703) (← links)
- Sequential estimation of the mean of a first-order autoregressive process (Q3212154) (← links)
- Local limit theorem for the distibution of s<sub>n</sub> (Q3486586) (← links)
- Seqrential point estimation in regression models with nonnormal errors (Q3492691) (← links)
- Sequential estimation in two-truncation parameter family of distributions under type II censoring (Q3598314) (← links)
- Sequential shrinkage estimation in the general linear model (Q3795102) (← links)
- Sequential estimation of the autoregressive parameter in a first order autoregressive process (Q3823021) (← links)
- First exit densities of Brownian motion through one-sided moving boundaries (Q3893075) (← links)
