ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*

DOI10.1081/SQA-120016301zbMath1040.62069OpenAlexW2004506537MaRDI QIDQ4804480

Tze Leung Lai

Publication date: 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120016301

zbMATH Keywords

dependent observationsKiefer-Weiss problemBayes sequential tests

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

Related Items (2)

Sequential testing of two composite statistical hypotheses ⋮ Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses

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