Sequential hypothesis tests under random horizon
DOI10.1080/07474946.2020.1766875zbMath1466.62379OpenAlexW3085489382MaRDI QIDQ4964396
No author found.
Publication date: 2 March 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2020.1766875
optimal stoppinghypothesis testingsequential analysissequential probability ratio testrandom horizonoptimal sequential tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov decision processes on Borel spaces with total cost and random horizon
- Properties of generalized sequential probability ratio tests
- Reward-Rate Maximization in Sequential Identification under a Stochastic Deadline
- Opportunistic Detection Rules: Finite and Asymptotic Analysis
- Optimal Stopping With Random Horizon With Application to the Full-Information Best-Choice Problem With Random Freeze
- Some Properties of Generalized Sequential Probability Ratio Tests
- Optimal Sequential Tests for Two Simple Hypotheses
- Optimum Properties and Admissibility of Sequential Tests
- Optimality of the sequential probability ratio test for nonstationary observations
- Structure of sequential tests minimizing an expected sample size
- Comment on "Optimality of the sequential probability ratio test for nonstationary observations" by Y. Liu and S.D. Blostein
- On Sequential Tests Which Minimize the Maximum Expected Sample Size
- Optimum Character of the Sequential Probability Ratio Test
This page was built for publication: Sequential hypothesis tests under random horizon
