Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families

Annals of Statistics

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Main Authors: Chan, H.P., Lai, T.L.
Other Authors: STATISTICS & APPLIED PROBABILITY
Published: 2014
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/105019
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spelling sg-nus-scholar.10635-1050192021-10-20T10:14:18Z Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families Chan, H.P. Lai, T.L. STATISTICS & APPLIED PROBABILITY Bayes sequential tests Boundary crossing probabilities Integration over tubes Multiparameter exponential families Sequential generalized likelihood ratio tests Annals of Statistics 28 6 1638-1669 2014-10-28T05:10:19Z 2014-10-28T05:10:19Z 2000-12 Chan, H.P., Lai, T.L. (2000-12). Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families. Annals of Statistics 28 (6) : 1638-1669. ScholarBank@NUS Repository. 00905364 http://scholarbank.nus.edu.sg/handle/10635/105019 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Bayes sequential tests
Boundary crossing probabilities
Integration over tubes
Multiparameter exponential families
Sequential generalized likelihood ratio tests
spellingShingle Bayes sequential tests
Boundary crossing probabilities
Integration over tubes
Multiparameter exponential families
Sequential generalized likelihood ratio tests
Chan, H.P.
Lai, T.L.
Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
description Annals of Statistics
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Chan, H.P.
Lai, T.L.
author Chan, H.P.
Lai, T.L.
author_sort Chan, H.P.
title Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
title_short Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
title_full Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
title_fullStr Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
title_full_unstemmed Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
title_sort asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105019
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