Sequential Bahadur efficiency

DOI10.1214/AOS/1176344201zbMath0403.62055OpenAlexW2081630806MaRDI QIDQ1256279

Robert H. Berk, Lawrence D. Brown

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1214/aos/1176344201

zbMATH Keywords

Asymptotic OptimalitySequential TestsOptimal StoppingBahadur EfficiencyKullback-Leibler InformationOne-Sided Hypotheses

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Bahadur deficiency of likelihood ratio tests in exponential families

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