المؤلفون: Novikov, Andrey

مصطلحات موضوعية: keyword:sequential analysis, keyword:sequential hypothesis testing, keyword:multiple hypotheses, keyword:control variable, keyword:independent observations, keyword:optimal stopping, keyword:optimal control, keyword:optimal decision, keyword:optimal sequential testing procedure, keyword:Bayes, keyword:sequential probability ratio test, msc:60G40, msc:62C99, msc:62L10, msc:62L15, msc:93E20

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Relation: mr:MR2543137; zbl:Zbl 1165.62053; reference:[1] N. Cressie and P. B. Morgan: The VRPT: A sequential testing procedure dominating the SPRT.Econometric Theory 9 (1993), 431–450. MR 1241983; reference:[2] M. Ghosh, N. Mukhopadhyay, and P. K. Sen: Sequential Estimation.John Wiley, New York – Chichester – Weinheim – Brisbane – Singapore – Toronto 1997. MR 1434065; reference:[3] G. W. Haggstrom: Optimal stopping and experimental design.Ann. Math. Statist. 37 (1966), 7–29. Zbl 0202.49201, MR 0195221; reference:[4] G. Lorden: Structure of sequential tests minimizing an expected sample size.Z. Wahrsch. verw. Geb. 51 (1980), 291–302. Zbl 0407.62055, MR 0566323; reference:[5] M. B. Malyutov: Lower bounds for the mean length of a sequentially planned experiment.Soviet Math. (Iz. VUZ) 27 (1983), 11, 21–47. MR 0733570; reference:[6] A. Novikov: Optimal sequential testing of two simple hypotheses in presence of control variables.Internat. Math. Forum 3 (2008), 41, 2025–2048. Preprint arXiv:0812.1395v1 [math.ST] (http://arxiv.org/abs/0812.1395) MR 2470661; reference:[7] A. Novikov: Optimal sequential multiple hypothesis tests.Kybernetika 45 (2009), 2, 309–330. Zbl 1167.62453, MR 2518154; reference:[8] A. Novikov: Optimal sequential procedures with Bayes decision rules.Preprint arXiv:0812.0159v1 [math.ST]( http://arxiv.org/abs/0812.0159) MR 2685120; reference:[9] A. Novikov: Optimal sequential tests for two simple hypotheses based on independent observations.Internat. J. Pure Appl. Math. 45 (2008), 2, 291–314. MR 2421867; reference:[10] N. Schmitz: Optimal Sequentially Planned Decision Procedures.(Lecture Notes in Statistics 79.) Springer-Verlag, New York 1993. Zbl 0771.62057, MR 1226454; reference:[11] I. N. Volodin: Guaranteed statistical inference procedures (determination of the optimal sample size).J. Math. Sci. 44 (1989), 5, 568–600. Zbl 0666.62077, MR 0885413; reference:[12] A. Wald and J. Wolfowitz: Optimum character of the sequential probability ratio test.Ann. Math. Statist. 19 (1948), 326–339. MR 0026779; reference:[13] S. Zacks: The Theory of Statistical Inference.John Wiley, New York – London – Sydney – Toronto 1971. Zbl 0321.62003, MR 0420923

الاتاحة: http://hdl.handle.net/10338.dmlcz/140020

المؤلفون: Gordienko, Evgueni, Novikov, Andrey, Zaitseva, Elena

مصطلحات موضوعية: keyword:sequential hypotheses test, keyword:simple hypothesis, keyword:optimal stopping, keyword:sequential probability ratio test, keyword:likelihood ratio statistic, keyword:stability inequality, msc:62L10, msc:62L15

وصف الملف: application/pdf

Relation: mr:MR2518155; zbl:Zbl 1165.62052; reference:[1] Y. S. Chow, H. Robbins, and D. Siegmund: Great Expectations: The Theory of Optimal Stopping.Houghton Mifflin Company, Boston 1971. MR 0331675; reference:[2] E. I. Gordienko and F. S. Salem: Estimates of stability of Markov control processes with unbounded costs.Kybernetika 36 (2000), 195–210. MR 1760024; reference:[3] E. I. Gordienko and A. A. Yushkevich: Stability estimates in the problem of average optimal switching of a Markov chain.Math. Methods Oper. Res. 57 (2003), 345–365. MR 1990916; reference:[4] P. J. Huber: A robust version of the probability ratio test.Ann. Math. Statist. 36 (1965), 1753–1758. Zbl 0137.12702, MR 0185747; reference:[5] A. Kharin: On robustifying of the sequential probability ratio test for a discrete model under “contaminations".Austrian J. Statist. 3 (2002), 4, 267–277.; reference:[6] A. Kharin: Robust sequential testing of hypotheses on discrete probability distributions.Austrian J. Statist. 34 (2005), 2, 153–162.; reference:[7] G. Lorden: Structure of sequential tests minimizing an expected sample size.Z. Wahrsch. Verw. Gebiete 51 (1980), 291–302. Zbl 0407.62055, MR 0566323; reference:[8] V. Mackevičius: Passage to the limit in problems of optimal stopping of Markov processes (in Russian).Litovsk. Mat. Sb. (Russian) 13 (1973), 1, 115–128, 236. MR 0347017; reference:[9] R. Montes-de-Oca, A. Sakhanenko, and F. Salem-Silva: Estimates for perturbations of general discounted Markov control chains.Appl. Math. 30 (2003), 287–304. MR 2029538; reference:[10] A. Novikov: Optimal sequential tests for two simple hypotheses.Sequential Analysis 28 (2009), No. 2. Zbl 1162.62080, MR 2518830; reference:[11] A. Novikov: Optimal sequential tests for two simple hypotheses based on independent observations.Internat. J. Pure Appl. Math. 45 (2008), 2, 291–314. MR 2421867; reference:[12] V. V. Petrov: Sums of Independent Random Variables.Springer, New York 1975. Zbl 1125.60024, MR 0388499; reference:[13] P. X. Quang: Robust sequential testing.Ann. Statist. 13 (1985), 638–649. Zbl 0588.62136, MR 0790562; reference:[14] A. N. Shiryayev: Statistical Sequential Analysis.Nauka, Moscow 1969. (In Russian.); reference:[15] A. Wald and J. Wolfowitz: Optimum character of the sequential probability ratio test.Ann. Math. Statist. 19 (1948), 326–339. MR 0026779; reference:[16] J. Whitehead: The Design and Analysis of Sequential Clinical Trials.Wiley, New York 1997. Zbl 0747.62109, MR 0793018

الاتاحة: http://hdl.handle.net/10338.dmlcz/140072