Weak convergence of processes related to likelihood ratios

DOI10.1214/aos/1176343798zbMath0361.62074OpenAlexW1993661148MaRDI QIDQ1239568

W. J. Hall, R. M. Loynes

Publication date: 1977

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343798

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential statistical methods (62L99)

Related Items (3)

Invariance principles in mathematical statistics ⋮ Non-parametric sequential tests for symmetry ⋮ An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT

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