Asymptotic approximations for error probabilities of sequential or fixed sample size tests in exponential families
Annals of Statistics
Saved in:
Main Authors: | Chan, H.P., Lai, T.L. |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Published: |
2014
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105019 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
A Sequential Monte Carlo approach to computing tail probabilities in stochastic models
by: Chan, H.P., et al.
Published: (2014) -
Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
by: Lai, T.L., et al.
Published: (2014) -
Maxima of asymptotically Gaussian random fields and moderate deviation approximations to boundary crossing probabilities of sums of random variables with multidimensional indices
by: Chan, H.P., et al.
Published: (2014) -
Planning and inference for a sequential accelerated life test
by: Tang, L.C., et al.
Published: (2014) -
Planning and inference for a sequential accelerated life test
by: Tang, L.C., et al.
Published: (2014)