The weighted sequential likelihood ratio

DOI10.2307/3315628zbMath0888.62082OpenAlexW2144603128MaRDI QIDQ4715850

Edit Gombay

Publication date: 18 November 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315628

zbMATH Keywords

weight functionsstrong approximationsmaximum-likelihood-ratio statistic

Mathematics Subject Classification ID

Strong limit theorems (60F15) Sequential statistical analysis (62L10)

Related Items

U-Statistics in Sequential Tests and Change Detection ⋮ Sequential Comparison ofdPopulations and Related Tables ⋮ Sequential Comparison of Two Treatments Using Weighted Wald-Type Statistics ⋮ SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS ⋮ Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points ⋮ Sequential negative binomial problems and statistical ecology: a selected review with new directions ⋮ The likelihood ratio under noncontiguous alternatives ⋮ Sequential testing of process capability indices ⋮ A semiparametric maximum likelihood ratio test for the change point in copula models ⋮ A class of sequential tests for two‐sample composite hypotheses ⋮ Sequential Change-Point Detection and Estimation ⋮ Discussion on “Second-Guessing Clinical Trial Designs” by Jonathan J. Shuster and Myron N. Chang ⋮ Weighted Logrank Statistics in Sequential Tests ⋮ Asymptotic optimality of double sequential mixture likelihood ratio test ⋮ Efficient Score Statistic in Drug and Vaccine Safety Surveillance ⋮ Sequential change-point detection with likelihood ratios ⋮ Nonparametric Sequential Comparison of Two Treatments with Random Allocation

Cites Work

• Unnamed Item
• The maximum likelihood method for testing changes in the parameters of normal observations
• Strong invariance principles for partial sums of independent random vectors
• Large deviations of likelihood ratio statistics with applications to sequential testing
• An application of the maximum likelihood test to the change-point problem
• Crossing probabilities for a square root boundary by a bessel process
• On sequential versions of the generalized likelihood ratio test