Asymptotics of Sequential Composite Hypothesis Testing under ...

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution.

Index Terms—Sequential composite hypothesis testing, Error exponents, Second-order asymptotics, Generalized sequential probability ratio test.

Asymptotics of Sequential Composite Hypothesis Testing under ...

Abstract—We consider the sequential composite binary hy- pothesis testing problem in which one of the hypotheses is governed by a single distribution while ...

Asymptotics of Sequential Composite Hypothesis Testing Under ...

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution ...

Asymptotics of Sequential Composite Hypothesis Testing under ...

Request PDF | Asymptotics of Sequential Composite Hypothesis Testing under Probabilistic Constraints | We consider the sequential composite binary ...

Asymptotics of Sequential Composite Hypothesis Testing under ...

In the proof of second-order asymptotics, a main technical contribution is the derivation of a central limit-type result for a maximum of an ...

Asymptotics of Sequential Composite Hypothesis Testing Under ...

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other ...

Asymptotics of Sequential Composite Hypothesis Testing Under ...

Request PDF | Asymptotics of Sequential Composite Hypothesis Testing Under Probabilistic Constraints | We consider the sequential composite binary ...

Asymptotic Tests of Composite Hypotheses

... sequential testing in instrumental variable regressions by Staiger and Stock (1997) and Stock and Yogo (2002). It is the fourth approach that is successful ...

Sequential Tests of Composite Hypotheses - jstor

t test. 1. INTRODUCTION. The asymptotic theory for sequentially testing hypotheses involving a nuisance para- ... in Barnard's sequential t test than is Wald's ...

Bayesian Sequential Composite Hypothesis Testing in Discrete Time

Abstract. We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations ...

On optimal asymptotic tests of composite hypotheses with several ...

A locally asymptotically most powerful test for composite hypotheses with t independent linear constraints on the parameters has been developed for the case ...

Second-Order Asymptotics of Sequential Hypothesis Testing - R ...

We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_{0}$ and ...

Nearly Optimal Sequential Tests of Composite Hypotheses - jstor

Since the asymptotic formula for the Bayes risk (1.15) involves llog cl/J(0) [see also (1.13)], if one uses the "c -O 0" approximation in this case, it seems ...

Nearly Optimal Sequential Tests of Composite Hypotheses

In addition, our method gives a unified approach to the testing problems of H H versus K K and also of H0 H 0 versus H1 H 1 and unifies the different asymptotic ...

[PDF] Second-Order Asymptotics of Sequential Hypothesis Testing

The expectation constraint in which the expectation of the sample size is bounded by n is considered, and under mild conditions, the backoff is ...

An Approach to Asymptotic Robustness Analysis of Sequential Tests ...

We consider the problem of sequential statistical testing of composite parametric hypotheses. We construct asymptotic expansions for the ...

Efficiency in sequential testing: Comparing the sequential probability ...

Sequential tests for composite hypotheses have also been proposed more recently in ... Asymptotic optimality of invariant sequential probability ratio tests.

Nearly Optimal Sequential Tests of Composite Hypotheses Revisited1

In the present paper, we revise the asymptotic theory of sequential composite hypothesis testing considering general stochastic models not restricted to the ...

Multihypothesis sequential probability ratio tests - Part I: Asymptotic ...

It also demonstrated that the results can be extended to hypothesis testing problems with nuisance parameters, where the composite hypotheses, due to nuisance ...