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Found 35 Documents (Results 1–35)

Bias of estimates of secondary parameters in linear-boundary sequential tests. (English) Zbl 1250.62040

Kolassa, John E. (ed.) et al., Crossing boundaries: Statistical essays in honor of Jack Hall. Selected papers presented at the symposium in honor of the 70th birthday of W. Jackson Hall, Rochester, NY, September 25-26, 1999. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-58-7/pbk). IMS Lect. Notes, Monogr. Ser. 43, 13-28 (2003).
MSC:  62L10 62L15 62M99
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Asymptotics for a sequential selection procedure. (English) Zbl 0953.62018

Dudewicz, E. J. (ed.) et al., Recent advances in ranking and selection. Dedicated to the memory of R. E. Bechhofer. München: Oldenbourg. 123-137 (1999).
MSC:  62F07
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Optimality of generalized CUSUM procedure in quickest detection problem. (English. Russian original) Zbl 0839.62072

Proc. Steklov Inst. Math. 202, 107-119 (1994); translation from Tr. Mat. Inst. Steklova 202, 132-148 (1993).
MSC:  62L10
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Asymptotic solution of the Kiefer-Weiss problem for processes with independent increments. (English. Russian original) Zbl 0716.62076

Theory Probab. Appl. 32, No. 4, 617-627 (1987); translation from Teor. Veroyatn. Primen. 32, No. 4, 679-690 (1987).
MSC:  62L10 62L15 60G40
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