Beyond boundaries: Gary Lorden’s groundbreaking contributions to sequential analysis

Cites Work

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On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
Asymptotic efficiency of three-stage hypothesis tests
An efficient approximate solution to the Kiefer-Weiss problem
Sequential analysis. Tests and confidence intervals
Optimal detection of a change in distribution
Optimal stopping times for detecting changes in distributions
Asymptotic optimality of invariant sequential probability ratio tests
The expected sample size of some tests of power one
2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
Nearly-optimal sequential tests for finitely many parameter values
Sequential experimentation in clinical trials. Design and analysis
Open-ended tests for Koopman-Darmois families
Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
Asymptotically optimal multistage tests of simple hypotheses
Nonanticipating estimation applied to sequential analysis and changepoint detection
Asymptotic Solution of the Kiefer–Weiss Problem for Processes with Independent Increments
Some Properties of Generalized Sequential Probability Ratio Tests
Sequential Design of Experiments
Optimal Multistage Sampling in a Boundary-Crossing Problem
Power, sample size and adaptation considerations in the design of group sequential clinical trials
Generalized Likelihood Ratio Statistics and Uncertainty Adjustments in Efficient Adaptive Design of Clinical Trials
Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
Structure of sequential tests minimizing an expected sample size
Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time
Information bounds and quick detection of parameter changes in stochastic systems
Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
Multichannel Sequential Detection—Part I: Non-i.i.d. Data
Asymptotic Shapes of Bayes Sequential Testing Regions
Asymptotically Optimum Properties of Certain Sequential Tests
Integrated Risk of Asymptotically Bayes Sequential Tests
On Excess Over the Boundary
Asymptotically Optimum Sequential Inference and Design
Procedures for Reacting to a Change in Distribution
Likelihood Ratio Tests for Sequential $k$-Decision Problems
On Sequential Tests Which Minimize the Maximum Expected Sample Size
Optimum Character of the Sequential Probability Ratio Test
CONTINUOUS INSPECTION SCHEMES
Sequential Tests of Statistical Hypotheses
Differentiation Under the Expectation Sign in the Fundamental Identity of Sequential Analysis
Signal recovery with multistage tests and without sparsity constraints

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