-
1
-
-
0346587059
-
A canonical optimal stopping problem for American options and its numerical solution
-
AITSAHLIA, F. and LAI, T. L. (1999). A canonical optimal stopping problem for American options and its numerical solution. J. Comput. Finance 3(2) 33-52.
-
(1999)
J. Comput. Finance
, vol.3
, Issue.2
, pp. 33-52
-
-
Aitsahlia, F.1
Lai, T.L.2
-
2
-
-
2442484002
-
Linear sequential rectifying inspection for controlling fraction defective
-
ANSCOMBE, F. J. (1946). Linear sequential rectifying inspection for controlling fraction defective. J. Roy. Statist. Soc. Suppl. 8 216-222.
-
(1946)
J. Roy. Statist. Soc. Suppl.
, vol.8
, pp. 216-222
-
-
Anscombe, F.J.1
-
3
-
-
84959600617
-
Large-sample theory of sequential estimation
-
ANSCOMBE, F. J. (1952). Large-sample theory of sequential estimation. Proc. Cambridge Philos. Soc. 48 600-607.
-
(1952)
Proc. Cambridge Philos. Soc.
, vol.48
, pp. 600-607
-
-
Anscombe, F.J.1
-
5
-
-
84947400374
-
Sequential medical trials
-
ANSCOMBE, F. J. (1963). Sequential medical trials. J. Amer. Statist. Assoc. 58 365-383.
-
(1963)
J. Amer. Statist. Assoc.
, vol.58
, pp. 365-383
-
-
Anscombe, F.J.1
-
8
-
-
0002641089
-
The search for optimality in clinical trials
-
ARMITAGE, P. (1985). The search for optimality in clinical trials (with discussion). Internat. Statist. Rev. 53 15-36.
-
(1985)
Internat. Statist. Rev.
, vol.53
, pp. 15-36
-
-
Armitage, P.1
-
10
-
-
0001085850
-
Bayes and minimax solutions of sequential decision problems
-
ARROW, K. J., BLACKWELL, D. and GIRSHICK, M. A. (1949). Bayes and minimax solutions of sequential decision problems. Econometrica 17 213-244.
-
(1949)
Econometrica
, vol.17
, pp. 213-244
-
-
Arrow, K.J.1
Blackwell, D.2
Girshick, M.A.3
-
11
-
-
0010022738
-
A theorem of Feller revisited
-
BAI, Z. D. (1989). A theorem of Feller revisited. Ann. Probab. 17 385-395.
-
(1989)
Ann. Probab.
, vol.17
, pp. 385-395
-
-
Bai, Z.D.1
-
12
-
-
0001942594
-
Sequential tests in industrial statistics
-
BARNARD, G. A. (1946). Sequential tests in industrial statistics. J. Roy. Statist. Soc. Suppl. 8 1-26.
-
(1946)
J. Roy. Statist. Soc. Suppl.
, vol.8
, pp. 1-26
-
-
Barnard, G.A.1
-
13
-
-
84971160355
-
Bayes procedures for deciding the sign of a normal mean
-
BATHER, J. A. (1962). Bayes procedures for deciding the sign of a normal mean. Proc. Cambridge Philos. Soc. 58 599-620.
-
(1962)
Proc. Cambridge Philos. Soc.
, vol.58
, pp. 599-620
-
-
Bather, J.A.1
-
14
-
-
0002812390
-
On the allocation of treatments in sequential medical trials
-
BATHER, J. A. (1985). On the allocation of treatments in sequential medical trials (with discussion). Internat. Statist. Rev. 53 1-13, 25-36.
-
(1985)
Internat. Statist. Rev.
, vol.53
, pp. 1-13
-
-
Bather, J.A.1
-
15
-
-
0004870746
-
A problem in the sequential design of experiments
-
BELLMAN, R. (1956). A problem in the sequential design of experiments. Sankhyā 16 221-229.
-
(1956)
Sankhyā
, vol.16
, pp. 221-229
-
-
Bellman, R.1
-
17
-
-
0000615044
-
Discrete dynamic programming
-
BLACKWELL, D. (1962). Discrete dynamic programming. Ann. Math. Statist. 33 719-726.
-
(1962)
Ann. Math. Statist.
, vol.33
, pp. 719-726
-
-
Blackwell, D.1
-
18
-
-
0001432658
-
Discounted dynamic programming
-
BLACKWELL, D. (1965). Discounted dynamic programming. Ann. Math. Statist. 36 226-235.
-
(1965)
Ann. Math. Statist.
, vol.36
, pp. 226-235
-
-
Blackwell, D.1
-
20
-
-
0000964340
-
On sequential designs for maximizing the sum of n observations
-
BRADT, R. N., JOHNSON, S. M. and KARLIN, S. (1956). On sequential designs for maximizing the sum of n observations. Ann. Math. Statist. 27 1060-1074.
-
(1956)
Ann. Math. Statist.
, vol.27
, pp. 1060-1074
-
-
Bradt, R.N.1
Johnson, S.M.2
Karlin, S.3
-
21
-
-
0009890069
-
Sequential tests for the mean of a normal distribution
-
Univ. California Press, Berkeley
-
CHERNOFF, H. (1961). Sequential tests for the mean of a normal distribution. Proc. Fourth Berkeley Symp. Math. Statist. Probab. 1 79-91. Univ. California Press, Berkeley.
-
(1961)
Proc. Fourth Berkeley Symp. Math. Statist. Probab.
, vol.1
, pp. 79-91
-
-
Chernoff, H.1
-
23
-
-
0347217096
-
Sequential medical trials involving paired data
-
CHERNOFF, H. and PETKAU, A. J. (1981). Sequential medical trials involving paired data. Biometrika 68 119-132.
-
(1981)
Biometrika
, vol.68
, pp. 119-132
-
-
Chernoff, H.1
Petkau, A.J.2
-
24
-
-
2442568075
-
Sequential medical trials with ethical cost
-
(L. Le Cam and R. Olshen, eds.). Wadsworth, Belmont, CA
-
CHERNOFF, H. and PETKAU, A. J. (1985). Sequential medical trials with ethical cost. In Proc. of the Berkeley Conference in Honor of J. Neyman and J. Kiefer (L. Le Cam and R. Olshen, eds.) 2 521-537. Wadsworth, Belmont, CA.
-
(1985)
Proc. of the Berkeley Conference in Honor of J. Neyman and J. Kiefer
, vol.2
, pp. 521-537
-
-
Chernoff, H.1
Petkau, A.J.2
-
25
-
-
51249165948
-
Optimal selection based on relative rank-the "secretary" problem
-
CHOW, Y. S., MORIGUTI, S., ROBBINS, H. and SAMUELS, S. M. (1964). Optimal selection based on relative rank-the "secretary" problem. Israel J. Math. 2 81-90.
-
(1964)
Israel J. Math.
, vol.2
, pp. 81-90
-
-
Chow, Y.S.1
Moriguti, S.2
Robbins, H.3
Samuels, S.M.4
-
29
-
-
0001336620
-
On the asymptotic theory of fixed-width sequential confidence intervals for the mean
-
CHOW, Y. S. and ROBBINS, H. E. (1965b). On the asymptotic theory of fixed-width sequential confidence intervals for the mean. Ann. Math. Statist. 36 457-462.
-
(1965)
Ann. Math. Statist.
, vol.36
, pp. 457-462
-
-
Chow, Y.S.1
Robbins, H.E.2
-
30
-
-
2442433874
-
On values associated with a stochastic sequence
-
Univ. California Press, Berkeley
-
CHOW, Y. S. and ROBBINS, H. E. (1967). On values associated with a stochastic sequence. Proc. Fifth Berkeley Symp. Math. Statist. Probab. 1 427-440. Univ. California Press, Berkeley.
-
(1967)
Proc. Fifth Berkeley Symp. Math. Statist. Probab.
, vol.1
, pp. 427-440
-
-
Chow, Y.S.1
Robbins, H.E.2
-
33
-
-
0000511702
-
A Bayesian test of some classical hypotheses - With applications to sequential clinical trials
-
CORNFIELD, J. (1966). A Bayesian test of some classical hypotheses - with applications to sequential clinical trials. J. Amer. Statist. Assoc. 61 577-594.
-
(1966)
J. Amer. Statist. Assoc.
, vol.61
, pp. 577-594
-
-
Cornfield, J.1
-
34
-
-
2442459062
-
A note on the two-armed bandit problem with finite memory
-
COVER, T. M. (1968). A note on the two-armed bandit problem with finite memory. Information and Control 12 371-377.
-
(1968)
Information and Control
, vol.12
, pp. 371-377
-
-
Cover, T.M.1
-
36
-
-
84980088825
-
A method of sampling inspection
-
DODGE, H. F. and ROMIG, H. G. (1929). A method of sampling inspection. Bell System Tech. J. 8 613-631.
-
(1929)
Bell System Tech. J.
, vol.8
, pp. 613-631
-
-
Dodge, H.F.1
Romig, H.G.2
-
38
-
-
2442631733
-
Existence and properties of certain optimal stopping rules
-
Univ. California Press, Berkeley
-
DVORETZKY, A. (1967). Existence and properties of certain optimal stopping rules. Proc. Fifth Berkeley Symp. Math. Statist. Probab. 1 441-452. Univ. California Press, Berkeley.
-
(1967)
Proc. Fifth Berkeley Symp. Math. Statist. Probab.
, vol.1
, pp. 441-452
-
-
Dvoretzky, A.1
-
39
-
-
0043163663
-
Asymptotic behavior of expected sample size in certain one-sided tests
-
FARRELL, R. (1964). Asymptotic behavior of expected sample size in certain one-sided tests. Ann. Math. Statist. 35 36-72.
-
(1964)
Ann. Math. Statist.
, vol.35
, pp. 36-72
-
-
Farrell, R.1
-
40
-
-
0027487931
-
Gaussian models for genetic linkage analysis using complete high resolution maps of identity-by-descent
-
FEINGOLD, E., BROWN, P. O. and SIEGMUND, D. (1993). Gaussian models for genetic linkage analysis using complete high resolution maps of identity-by-descent. Amer. J. Human Genetics 53 234-251.
-
(1993)
Amer. J. Human Genetics
, vol.53
, pp. 234-251
-
-
Feingold, E.1
Brown, P.O.2
Siegmund, D.3
-
41
-
-
0013680427
-
Statistical aspects of ESP
-
FELLER, W. (1940). Statistical aspects of ESP. J. Parapsychology 4 271-298.
-
(1940)
J. Parapsychology
, vol.4
, pp. 271-298
-
-
Feller, W.1
-
42
-
-
0001305630
-
The law of the iterated logarithm for identically distributed variables
-
FELLER, W. (1946). The law of the iterated logarithm for identically distributed variables. Ann. Math. 47 631-638.
-
(1946)
Ann. Math.
, vol.47
, pp. 631-638
-
-
Feller, W.1
-
43
-
-
0037758090
-
On the oscillations of sums of independent random variables
-
FELLER, W. (1970). On the oscillations of sums of independent random variables. Ann. Math. 91 402-418.
-
(1970)
Ann. Math.
, vol.91
, pp. 402-418
-
-
Feller, W.1
-
44
-
-
0015409305
-
Reducing the number of inferior treatments in clinical trials
-
FLEHINGER, B., LOUIS, T., ROBBINS, H. and SINGER, B. (1972). Reducing the number of inferior treatments in clinical trials. Proc. Nat. Acad. Sci. U.S.A. 69 2993-2994.
-
(1972)
Proc. Nat. Acad. Sci. U.S.A.
, vol.69
, pp. 2993-2994
-
-
Flehinger, B.1
Louis, T.2
Robbins, H.3
Singer, B.4
-
45
-
-
0000945144
-
The secretary problem and its extensions: A review
-
FREEMAN, P. R. (1983). The secretary problem and its extensions: A review. Internat. Statist. Rev. 51 189-206.
-
(1983)
Internat. Statist. Rev.
, vol.51
, pp. 189-206
-
-
Freeman, P.R.1
-
46
-
-
2442513498
-
The infinite secretary problem as the limit of the finite problem
-
GIANINI, J. (1977). The infinite secretary problem as the limit of the finite problem. Ann. Probab. 5 636-644.
-
(1977)
Ann. Probab.
, vol.5
, pp. 636-644
-
-
Gianini, J.1
-
47
-
-
0001488715
-
The infinite secretary problem
-
GIANINI, J. and SAMUELS, S. (1976). The infinite secretary problem. Ann. Probab. 4 418-432.
-
(1976)
Ann. Probab.
, vol.4
, pp. 418-432
-
-
Gianini, J.1
Samuels, S.2
-
49
-
-
0002955623
-
A dynamic allocation index for the sequential design of experiments
-
(J. Gani, K. Sarkardi and I. Vince, eds.). North-Holland, Amsterdam
-
GITTINS, J. and JONES, D. M. (1974). A dynamic allocation index for the sequential design of experiments. In Progress in Statistics (J. Gani, K. Sarkardi and I. Vince, eds.) 241-266. North-Holland, Amsterdam.
-
(1974)
Progress in Statistics
, pp. 241-266
-
-
Gittins, J.1
Jones, D.M.2
-
50
-
-
0002226207
-
On the asymptotic theory of fixed-size sequential confidence bounds for linear regression parameters
-
GLESER, L. (1965). On the asymptotic theory of fixed-size sequential confidence bounds for linear regression parameters. Ann. Math. Statist. 36 463-467. [Corrigendum (1966) Ann. Math. Statist. 37 1053-1055.]
-
(1965)
Ann. Math. Statist.
, vol.36
, pp. 463-467
-
-
Gleser, L.1
-
51
-
-
0002309948
-
Corrigendum
-
GLESER, L. (1965). On the asymptotic theory of fixed-size sequential confidence bounds for linear regression parameters. Ann. Math. Statist. 36 463-467. [Corrigendum (1966) Ann. Math. Statist. 37 1053-1055.]
-
(1966)
Ann. Math. Statist.
, vol.37
, pp. 1053-1055
-
-
-
52
-
-
0001608054
-
Asymptotic theory of triple sampling for sequential estimation of a mean
-
HALL, P. (1981). Asymptotic theory of triple sampling for sequential estimation of a mean. Ann. Statist. 9 1229-1238.
-
(1981)
Ann. Statist.
, vol.9
, pp. 1229-1238
-
-
Hall, P.1
-
53
-
-
0018679646
-
Two-population sequential tests with three hypotheses
-
HAYRE, L. S. (1979). Two-population sequential tests with three hypotheses. Biometrika 66 465-474.
-
(1979)
Biometrika
, vol.66
, pp. 465-474
-
-
Hayre, L.S.1
-
55
-
-
0000466892
-
Repeated significance tests for exponential families
-
HU, I. (1988). Repeated significance tests for exponential families. Ann. Statist. 16 1643-1666.
-
(1988)
Ann. Statist.
, vol.16
, pp. 1643-1666
-
-
Hu, I.1
-
57
-
-
0346405517
-
Sequential analysis: Some classical problems and new challenges
-
LAI, T. L. (2001). Sequential analysis: Some classical problems and new challenges (with discussion). Statist. Sinica 11 303-408.
-
(2001)
Statist. Sinica
, vol.11
, pp. 303-408
-
-
Lai, T.L.1
-
58
-
-
0018965202
-
Sequential medical trials
-
LAI, T. L., LEVIN, B., ROBBINS, H. E. and SIEGMUND, D. (1990). Sequential medical trials. Proc. Nat. Acad. Sci. U.S.A. 77 3135-3138.
-
(1990)
Proc. Nat. Acad. Sci. U.S.A.
, vol.77
, pp. 3135-3138
-
-
Lai, T.L.1
Levin, B.2
Robbins, H.E.3
Siegmund, D.4
-
59
-
-
0000353088
-
A nonlinear renewal theory with applications to sequential analysis I
-
LAI, T. L. and SIEGMUND, D. (1977). A nonlinear renewal theory with applications to sequential analysis I. Ann. Statist. 5 946-954.
-
(1977)
Ann. Statist.
, vol.5
, pp. 946-954
-
-
Lai, T.L.1
Siegmund, D.2
-
60
-
-
0000353089
-
A nonlinear renewal theory with applications to sequential analysis II
-
LAI, T. L. and SIEGMUND, D. (1979). A nonlinear renewal theory with applications to sequential analysis II. Ann. Statist. 7 60-76.
-
(1979)
Ann. Statist.
, vol.7
, pp. 60-76
-
-
Lai, T.L.1
Siegmund, D.2
-
61
-
-
0000340627
-
Fixed accurancy estimation of an autoregressive parameter
-
LAI, T. L. and SIEGMUND, D. (1983). Fixed accurancy estimation of an autoregressive parameter. Ann. Statist. 11 478-485.
-
(1983)
Ann. Statist.
, vol.11
, pp. 478-485
-
-
Lai, T.L.1
Siegmund, D.2
-
62
-
-
0000543003
-
Repeated likelihood ratio tests for curved exponential families
-
LALLEY, S. (1983). Repeated likelihood ratio tests for curved exponential families. Z. Wahrsch. Verw. Gebiete 62 293-321.
-
(1983)
Z. Wahrsch. Verw. Gebiete
, vol.62
, pp. 293-321
-
-
Lalley, S.1
-
63
-
-
0001874715
-
Dynamic programming and decision theory
-
LINDLEY, D. V. (1961). Dynamic programming and decision theory. Appl. Statist. 10 39-51.
-
(1961)
Appl. Statist.
, vol.10
, pp. 39-51
-
-
Lindley, D.V.1
-
64
-
-
0001524507
-
Procedures for reacting to a change in distribution
-
LORDEN, G. (1971). Procedures for reacting to a change in distribution. Ann. Math. Statist. 42 1897-1908.
-
(1971)
Ann. Math. Statist.
, vol.42
, pp. 1897-1908
-
-
Lorden, G.1
-
65
-
-
2442502827
-
Generalizing the secretary problem
-
LORENZEN, T. (1979). Generalizing the secretary problem. Adv. in Appl. Probab. 11 384-396.
-
(1979)
Adv. in Appl. Probab.
, vol.11
, pp. 384-396
-
-
Lorenzen, T.1
-
66
-
-
0016750580
-
Optimal allocation in sequential tests comparing the means of two Gaussian populations
-
LOUIS, T. (1975). Optimal allocation in sequential tests comparing the means of two Gaussian populations. Biometrika 62 359-369.
-
(1975)
Biometrika
, vol.62
, pp. 359-369
-
-
Louis, T.1
-
68
-
-
0001146228
-
On a class of secretary problems
-
MUCCI, A. G. (1973). On a class of secretary problems. Ann. Probab. 1 417-427.
-
(1973)
Ann. Probab.
, vol.1
, pp. 417-427
-
-
Mucci, A.G.1
-
69
-
-
0002916530
-
Continuous inspection schemes
-
PAGE, E. S. (1954). Continuous inspection schemes. Biometrika 41 100-115.
-
(1954)
Biometrika
, vol.41
, pp. 100-115
-
-
Page, E.S.1
-
70
-
-
2442631732
-
Secretary problem
-
(S. Kotz and N. Johnson, eds.). Wiley, New York
-
PETRUCELLI, J. D. (1988). Secretary problem. In Encyclopedia of Statistical Sciences (S. Kotz and N. Johnson, eds.) 8 326-329. Wiley, New York.
-
(1988)
Encyclopedia of Statistical Sciences
, vol.8
, pp. 326-329
-
-
Petrucelli, J.D.1
-
71
-
-
0017744944
-
Group sequential methods in the design and analysis of clinical trials
-
POCOCK, S. (1977). Group sequential methods in the design and analysis of clinical trials. Biometrika 64 191-200.
-
(1977)
Biometrika
, vol.64
, pp. 191-200
-
-
Pocock, S.1
-
72
-
-
0000783098
-
Optimal detection of a change in distribution
-
POLLAK, M. (1985). Optimal detection of a change in distribution. Ann. Statist. 13 206-227.
-
(1985)
Ann. Statist.
, vol.13
, pp. 206-227
-
-
Pollak, M.1
-
73
-
-
0010458140
-
Average run lengths of an optimal method of detecting a change in distribution
-
POLLAK, M. (1987). Average run lengths of an optimal method of detecting a change in distribution. Ann. Statist. 15 749-779.
-
(1987)
Ann. Statist.
, vol.15
, pp. 749-779
-
-
Pollak, M.1
-
74
-
-
0040642641
-
Approximations to the expected sample size of certain sequential tests
-
POLLAK, M. and SIEGMUND, D. (1975). Approximations to the expected sample size of certain sequential tests. Ann. Statist. 3 1267-1282.
-
(1975)
Ann. Statist.
, vol.3
, pp. 1267-1282
-
-
Pollak, M.1
Siegmund, D.2
-
75
-
-
0011026447
-
Asymptotically subminimax solutions of compound statistical decision problems
-
Univ. California Press, Berkeley
-
ROBBINS, H. E. (1951). Asymptotically subminimax solutions of compound statistical decision problems. Proc. Second Berkeley Symp. Math. Statist. Probab. 1 131-148. Univ. California Press, Berkeley.
-
(1951)
Proc. Second Berkeley Symp. Math. Statist. Probab.
, vol.1
, pp. 131-148
-
-
Robbins, H.E.1
-
76
-
-
84966203785
-
Some aspects of the sequential design of experiments
-
ROBBINS, H. E. (1952). Some aspects of the sequential design of experiments. Bull. Amer. Math. Soc. 58 527-535.
-
(1952)
Bull. Amer. Math. Soc.
, vol.58
, pp. 527-535
-
-
Robbins, H.E.1
-
77
-
-
0012794373
-
A sequential decision problem with finite memory
-
ROBBINS, H. E. (1956). A sequential decision problem with finite memory. Proc. Nat. Acad. Sci. U.S.A. 42 920-923.
-
(1956)
Proc. Nat. Acad. Sci. U.S.A.
, vol.42
, pp. 920-923
-
-
Robbins, H.E.1
-
78
-
-
0001659816
-
Statistical methods related to the law of the iterated logarithm
-
ROBBINS, H. E. (1970). Statistical methods related to the law of the iterated logarithm. Ann. Math. Statist. 41 1397-1409.
-
(1970)
Ann. Math. Statist.
, vol.41
, pp. 1397-1409
-
-
Robbins, H.E.1
-
79
-
-
0000016172
-
A stochastic approximation method
-
ROBBINS, H. E. and MONRO, S. (1951). A stochastic approximation method. Ann. Math. Statist. 22 400-407.
-
(1951)
Ann. Math. Statist.
, vol.22
, pp. 400-407
-
-
Robbins, H.E.1
Monro, S.2
-
80
-
-
0039147560
-
Boundary crossing probabilities for the Wiener process and sample sums
-
ROBBINS, H. E. and SIEGMUND, D. (1970). Boundary crossing probabilities for the Wiener process and sample sums. Ann. Math. Statist. 41 1410-1429.
-
(1970)
Ann. Math. Statist.
, vol.41
, pp. 1410-1429
-
-
Robbins, H.E.1
Siegmund, D.2
-
81
-
-
0001305297
-
Sequential tests involving two populations
-
ROBBINS, H. E. and SIEGMUND, D. (1974a). Sequential tests involving two populations. J. Amer. Statist. Assoc. 69 132-139.
-
(1974)
J. Amer. Statist. Assoc.
, vol.69
, pp. 132-139
-
-
Robbins, H.E.1
Siegmund, D.2
-
82
-
-
0042662831
-
The expected sample size of some tests of power one
-
ROBBINS, H. E. and SIEGMUND, D. (1974b). The expected sample size of some tests of power one. Ann. Statist. 2 415-436.
-
(1974)
Ann. Statist.
, vol.2
, pp. 415-436
-
-
Robbins, H.E.1
Siegmund, D.2
-
83
-
-
35649002111
-
Sequential estimation of p in Bernoulli trials
-
(E. J. Williams, ed.). Jerusalem Acad. Press
-
ROBBINS, H. E. and SIEGMUND, D. (1974c). Sequential estimation of p in Bernoulli trials. In Studies in Probability and Statistics (E. J. Williams, ed.) 103-107. Jerusalem Acad. Press.
-
(1974)
Studies in Probability and Statistics
, pp. 103-107
-
-
Robbins, H.E.1
Siegmund, D.2
-
84
-
-
2442507075
-
The "secretary" problem
-
RUBIN, H. (1966). The "secretary" problem (abstract). Ann. Math. Statist. 37 544.
-
(1966)
Ann. Math. Statist.
, vol.37
, pp. 544
-
-
Rubin, H.1
-
85
-
-
0002444787
-
Secretary problems
-
(B. K. Ghosh and P. K. Sen, eds.). Dekker, New York
-
SAMUELS, S. M. (1991). Secretary problems. In Handbook of Sequential Analysis (B. K. Ghosh and P. K. Sen, eds.) 381-405. Dekker, New York.
-
(1991)
Handbook of Sequential Analysis
, pp. 381-405
-
-
Samuels, S.M.1
-
86
-
-
2442544745
-
On bounded length sequential confidence intervals based on one-sample rank order statistics
-
SEN, P. K. and GHOSH, M. (1971). On bounded length sequential confidence intervals based on one-sample rank order statistics. Ann. Math. Statist. 42 189-203.
-
(1971)
Ann. Math. Statist.
, vol.42
, pp. 189-203
-
-
Sen, P.K.1
Ghosh, M.2
-
87
-
-
0000027445
-
Explicit solutions to some problems of optimal stopping
-
SHEPP, L. (1969). Explicit solutions to some problems of optimal stopping. Ann. Math. Statist. 40 993-1010.
-
(1969)
Ann. Math. Statist.
, vol.40
, pp. 993-1010
-
-
Shepp, L.1
-
89
-
-
0002196122
-
On optimum methods in quickest detection problems
-
SHIRYAYEV, A. N. (1963). On optimum methods in quickest detection problems. Theory Probab. Appl. 8 22-46.
-
(1963)
Theory Probab. Appl.
, vol.8
, pp. 22-46
-
-
Shiryayev, A.N.1
-
91
-
-
0039767967
-
Some problems in the theory of optimal stopping rules
-
SIEGMUND, D. (1967). Some problems in the theory of optimal stopping rules. Ann. Math. Statist. 38 1627-1640.
-
(1967)
Ann. Math. Statist.
, vol.38
, pp. 1627-1640
-
-
Siegmund, D.1
-
92
-
-
2442553161
-
A sequential confidence interval for the odds ratio
-
SIEGMUND, D. (1982). A sequential confidence interval for the odds ratio. Probab. Math. Statist. 2 149-156.
-
(1982)
Probab. Math. Statist.
, vol.2
, pp. 149-156
-
-
Siegmund, D.1
-
94
-
-
0001758770
-
Boundary crossing probabilities and statistical applications
-
SIEGMUND, D. (1986). Boundary crossing probabilities and statistical applications. Ann. Statist. 14 361-404.
-
(1986)
Ann. Statist.
, vol.14
, pp. 361-404
-
-
Siegmund, D.1
-
95
-
-
0012492891
-
Approximate tail probabilities for the maxima of some random fields
-
SIEGMUND, D. (1988). Approximate tail probabilities for the maxima of some random fields. Ann. Probab. 16 487-501.
-
(1988)
Ann. Probab.
, vol.16
, pp. 487-501
-
-
Siegmund, D.1
-
96
-
-
21844489952
-
Using the generalized likelihood ratio statistic for sequential detection of a change-point
-
SIEGMUND, D. and VENKATRAMAN, E. S. (1995). Using the generalized likelihood ratio statistic for sequential detection of a change-point. Ann. Statist. 23 255-271.
-
(1995)
Ann. Statist.
, vol.23
, pp. 255-271
-
-
Siegmund, D.1
Venkatraman, E.S.2
-
97
-
-
0003265138
-
Tail probabilities for the null distribution of scanning statistics
-
SIEGMUND, D. and YAKIR, B. (2000a). Tail probabilities for the null distribution of scanning statistics. Bernoulli 6 191-213.
-
(2000)
Bernoulli
, vol.6
, pp. 191-213
-
-
Siegmund, D.1
Yakir, B.2
-
98
-
-
23044521397
-
Approximate p-values for local sequence alignments
-
SIEGMUND, D. and YAKIR, B. (2000b). Approximate p-values for local sequence alignments. Ann. Statist. 28 657-680.
-
(2000)
Ann. Statist.
, vol.28
, pp. 657-680
-
-
Siegmund, D.1
Yakir, B.2
-
99
-
-
0009333505
-
On the cost of not knowing the variance when making a fixed-width confidence interval for the mean
-
SIMONS, G. (1968). On the cost of not knowing the variance when making a fixed-width confidence interval for the mean. Ann. Math. Statist. 39 1946-1952.
-
(1968)
Ann. Math. Statist.
, vol.39
, pp. 1946-1952
-
-
Simons, G.1
-
100
-
-
84967684559
-
Applications of martingale system theorems
-
SNELL, J. L. (1952). Applications of martingale system theorems. Trans. Amer. Math. Soc. 73 293-312.
-
(1952)
Trans. Amer. Math. Soc.
, vol.73
, pp. 293-312
-
-
Snell, J.L.1
-
101
-
-
0001497086
-
On fixed-width confidence bounds for regression parameters
-
SRIVASTAVA, M. S. (1971). On fixed-width confidence bounds for regression parameters. Ann. Math. Statist. 42 1403-1411.
-
(1971)
Ann. Math. Statist.
, vol.42
, pp. 1403-1411
-
-
Srivastava, M.S.1
-
102
-
-
0000537133
-
A two sample test for a linear hypothesis whose power is independent of the variance
-
STEIN, C. (1945). A two sample test for a linear hypothesis whose power is independent of the variance. Ann. Math. Statist. 16 243-258.
-
(1945)
Ann. Math. Statist.
, vol.16
, pp. 243-258
-
-
Stein, C.1
-
103
-
-
0001781308
-
Some problems in sequential estimation
-
STEIN, C. (1949). Some problems in sequential estimation. Econometrica 17 77-78.
-
(1949)
Econometrica
, vol.17
, pp. 77-78
-
-
Stein, C.1
-
105
-
-
0000193326
-
Optimum character of the sequential probability ratio test
-
WALD, A. and WOLFOWITZ, J. (1948). Optimum character of the sequential probability ratio test. Ann. Math. Statist. 19 326-339.
-
(1948)
Ann. Math. Statist.
, vol.19
, pp. 326-339
-
-
Wald, A.1
Wolfowitz, J.2
-
106
-
-
84972505072
-
Investigating therapies of potentially great benefit: ECMO
-
WARE, J. (1989). Investigating therapies of potentially great benefit: ECMO (with discussion). Statist. Sci. 4 298-340.
-
(1989)
Statist. Sci.
, vol.4
, pp. 298-340
-
-
Ware, J.1
-
109
-
-
85041987757
-
Frequentist properties of Bayesian sequential tests
-
WOODROOFE, M. (1976). Frequentist properties of Bayesian sequential tests. Biometrika 63 101-110.
-
(1976)
Biometrika
, vol.63
, pp. 101-110
-
-
Woodroofe, M.1
-
110
-
-
0000467558
-
Second order approximations for sequential point and interval estimation
-
WOODROOFE, M. (1977). Second order approximations for sequential point and interval estimation. Ann. Statist. 5 984-995.
-
(1977)
Ann. Statist.
, vol.5
, pp. 984-995
-
-
Woodroofe, M.1
-
111
-
-
0002247590
-
Large deviations of the likelihood ratio statistic with applications to sequential testing
-
WOODROOFE, M. (1978). Large deviations of the likelihood ratio statistic with applications to sequential testing. Ann. Statist. 6 72-84.
-
(1978)
Ann. Statist.
, vol.6
, pp. 72-84
-
-
Woodroofe, M.1
-
113
-
-
38249043689
-
Asymptotic optimality in sequential interval estimation
-
WOODROOFE, M. (1986). Asymptotic optimality in sequential interval estimation. Adv. in Appl. Math. 7 70-79.
-
(1986)
Adv. in Appl. Math.
, vol.7
, pp. 70-79
-
-
Woodroofe, M.1
-
114
-
-
0032222167
-
A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations
-
YAKIR, B. and POLLAK, M. (1998). A new representation for a renewal-theoretic constant appearing in asymptotic approximations of large deviations. Ann. Appl. Probab. 8 749-774.
-
(1998)
Ann. Appl. Probab.
, vol.8
, pp. 749-774
-
-
Yakir, B.1
Pollak, M.2
|