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Empirical likelihood ratio tests with power one

In the 1970s, Professor Robbins and his coauthors extended the Vile and Wald inequality in order to derive the fundamental theoretical results regarding likelihood ratio based sequential tests with power one. The law of the iterated logarithm confirms an optimal property of the power one tests. In p...

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Dettagli Bibliografici
Pubblicato in:Stat Probab Lett
Autori principali: Vexler, Albert, Zou, Li
Natura: Artigo
Lingua:Inglês
Pubblicazione: 2018
Soggetti:
Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC6217850/
https://ncbi.nlm.nih.gov/pubmed/30410202
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2018.05.008
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