Pages that link to "Item:Q1246983"

The following pages link to A nonlinear renewal theory with applications to sequential analysis. I (Q1246983):

Displaying 50 items.

• A nonlinear renewal theorem for discrete random variables (Q3893084) (← links)
• On the bayes risk incurred by using asymptotic shapes (Q3899351) (← links)
• Asymptotic expansions in non-linear renewal theory (Q3914257) (← links)
• Combinatorial devices for sequential analysis (Q3957747) (← links)
• A renewal theorem and its applications to some sequential procedures (Q3959996) (← links)
• Asymptotic expansions for the sum of the series used in sequential analysis (Q3963899) (← links)
• First passage times for perturbed random walks (Q4012355) (← links)
• Nonlinear renewal theory for lattice markov random walk (Q4225637) (← links)
• Limit theorems for first-passage times in non–linear markov renewal theory (Q4293733) (← links)
• Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics (Q4333030) (← links)
• An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation (Q4342155) (← links)
• Sequential estimation of parameters in one-truncation parameter families under type ii censoring (Q4342156) (← links)
• Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750) (← links)
• A bayesian approach to sequential estimation without using the (Q4368896) (← links)
• Multistage partial piecewise sampling and its applications (Q4384955) (← links)
• Non-linear Renewal Theory with Stationary Perturbations (Q4429470) (← links)
• Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example (Q4578225) (← links)
• EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models (Q4632467) (← links)
• A Repeated Significance Test for Distributions with Heavy Tails (Q4678863) (← links)
• Repeated likelihood ratio tests for curved exponential families (Q4747417) (← links)
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS (Q4787881) (← links)
• A nonlinear parking problem (Q4865166) (← links)
• Sequential interval estimation via replicated piecewise stopping times and accelerated stopping times in a class of two-parameter exponential family of distributions (Q4865168) (← links)
• Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings (Q4916304) (← links)
• Approximations to expected stopping times with applications to sequential estimation (Q4944013) (← links)
• Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data (Q4964399) (← links)
• Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling (Q4964404) (← links)
• Sequential design and analysis in the randomized clinical trial: A historical perspective (Q4965649) (← links)
• Second-order approximations of a robust sequential procedure in Bayes sequential estimation (Q4965660) (← links)
• Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations (Q4965661) (← links)
• Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics (Q5012702) (← links)
• An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis (Q5043684) (← links)
• A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data (Q5089393) (← links)
• A double-sequential sampling scheme (Q5096011) (← links)
• Credit Risk Propagation in Structural-Form Models (Q5162860) (← links)
• Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
• Plug-In Two-Stage and Sequential Normal Density Estimation Under MISE Loss: Both Mean and Variance are Unknown (Q5169479) (← links)
• Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
• Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics (Q5215361) (← links)
• A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution (Q5215362) (← links)
• Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function (Q5227803) (← links)
• A Linear Programming Approach to Sequential Hypothesis Testing (Q5256828) (← links)
• Replicated piecewise stopping numbers and sequential analysis (Q5286687) (← links)
• Tools to Estimate the First Passage Time to a Convex Barrier (Q5312841) (← links)
• Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection (Q5478885) (← links)
• Counting by Weighing: An Alternative Sampling Scheme (Q5485891) (← links)
• On a class of purely sequential procedures with applications to estimation and ranking and selection problems (Q5861992) (← links)
• Two comparison theorems for nonlinear first passage times and their linear counterparts (Q5956485) (← links)
• Sequential estimation of the variance of an unknown distribution (Q5957827) (← links)
• On the first passage time of the parabolic boundary by the Markov random walk (Q6164688) (← links)