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

Annals of Statistics

Volumn 28, Issue 6, 2000, Pages 1638-1669

  Chan, Hock Peng ^a   Lai, Tze Leung ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Bayes sequential tests; Boundary crossing probabilities; Integration over tubes; Multiparameter exponential families; Sequential generalized likelihood ratio tests

Indexed keywords

EID: 0034343436     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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