Asymptotic Optimality of Certain Multihypothesis Sequential Tests: Non‐i.i.d. Case
暂无分享,去创建一个
[1] R. Khas'minskii,et al. Sequential Testing for Several Signals in Gaussian White Noise , 1984 .
[2] H. Chernoff. Sequential Design of Experiments , 1959 .
[3] Gary Lorden,et al. Integrated Risk of Asymptotically Bayes Sequential Tests , 1967 .
[4] Gerald S. Rogers,et al. Mathematical Statistics: A Decision Theoretic Approach , 1967 .
[5] Walter T. Federer,et al. Sequential Design of Experiments , 1967 .
[6] R. Khan,et al. Sequential Tests of Statistical Hypotheses. , 1972 .
[7] V P Dragalin. Asymptotic solution of a problem of detecting a signal from k channels , 1987 .
[8] Iu. G. Sosulin. Theory of detection and estimation of stochastic signals , 1978 .
[9] Alexander G. Tartakovsky. MINIMAX INVARIANT REGRET SOLUTION TO THE N-SAMPLE SLIPPAGE PROBLEM , 1997 .
[10] Alʹbert Nikolaevich Shiri︠a︡ev,et al. Statistics of random processes , 1977 .
[11] J. Biggins. Testing Statistical Hypotheses , 1988 .
[12] Termination, Moments and Exponential Boundedness of the Stopping Rule for Certain Invariant Sequential Probability Ratio Tests , 1975 .
[13] H Robbins,et al. Complete Convergence and the Law of Large Numbers. , 1947, Proceedings of the National Academy of Sciences of the United States of America.
[14] Exponentially Bounded Stopping Time of Sequential Probability Ratio Tests for Composite Hypotheses , 1971 .
[15] E. Lehmann. Testing Statistical Hypotheses , 1960 .
[16] David R. Cox,et al. Sequential tests for composite hypotheses , 1952, Mathematical Proceedings of the Cambridge Philosophical Society.
[17] J. Kiefer,et al. Asymptotically Optimum Sequential Inference and Design , 1963 .
[18] Tze Leung Lai,et al. On $r$-Quick Convergence and a Conjecture of Strassen , 1976 .
[19] Alexander G. Tartakovsky. Asymptotically optimal sequential tests for nonhomogeneous processes , 1998 .
[20] T. Lai,et al. Some one-sided theorems on the tail distribution of sample sums with applications to the last time and largest excess of boundary crossings , 1975 .
[21] N. V. Verdenskaya,et al. Asymptotically Optimal Sequential Testing of Multiple Hypotheses for Nonhomogeneous Gaussian Processes in Asymmetric Case , 1992 .
[22] I. Pavlov. Sequential Procedure of Testing Composite Hypotheses with Applications to the Kiefer–Weiss Problem , 1991 .
[23] T. Lai. Asymptotic Optimality of Invariant Sequential Probability Ratio Tests , 1981 .
[24] Volker Strassen,et al. Almost sure behavior of sums of independent random variables and martingales , 1967 .
[25] P. Armitage. Sequential Analysis with More than Two Alternative Hypotheses, and its Relation to Discriminant Function Analysis , 1950 .
[26] G. Lorden. Nearly-optimal sequential tests for finitely many parameter values , 1977 .