Asymptotically optimal methods for sequential testing of composite hypotheses

DOI10.1134/S1064562406030021zbMath1327.62447OpenAlexW2016696001MaRDI QIDQ492361

B. E. Brodskii, Boris S. Darkhovsky

Publication date: 20 August 2015

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562406030021

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10)

Cites Work

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• Nearly optimal sequential tests of composite hypotheses
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• Some Properties of Generalized Sequential Probability Ratio Tests
• Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
• Sequential tests of composite hypotheses
• Sequential Tests of Statistical Hypotheses

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