Repeated likelihood ratio tests for curved exponential families

DOI10.1007/BF00535257zbMath0509.62067MaRDI QIDQ4747417

Steven P. Lalley

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

stopping rulescurved exponential familiesnested hypothesesmultiparameter exponential familiessignificance levels of repeated likelihood ratio tests

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

Related Items (8)

Stopped two-dimensional perturbed random walks and Lévy processes ⋮ Herbert Robbins and sequential analysis ⋮ A Repeated Significance Test for Distributions with Heavy Tails ⋮ Sequential Change-Point Detection and Estimation ⋮ A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim ⋮ Repeated likelihood ratio tests for curved exponential families ⋮ Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. ⋮ Repeated significance tests with biased coin allocation schemes

Cites Work

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• The geometry of exponential families
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• A nonlinear renewal theory with applications to sequential analysis. I
• Large deviations of likelihood ratio statistics with applications to sequential testing
• A nonlinear renewal theory with applications to sequential analysis II
• Repeated likelihood ratio tests
• Frequentist properties of Bayesian sequential tests
• Differential Topology
• Repeated Significance Tests for a Normal Mean
• Repeated likelihood ratio tests for curved exponential families
• Asymptotic Shapes of Bayes Sequential Testing Regions
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

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