Performance and robustness evaluation in sequential hypotheses testing

Alexey Kharin

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 6, 1693-1709

Abstract: Problems of sequential statistical testing of parametric hypotheses under distortions of hypothetical models are considered. An approach to evaluate the performance characteristics and robustness of sequential tests under distortions is proposed. The cases of simple and composite hypotheses are analyzed. Influence of distortions to the error probabilities and to the expected sample sizes is studied. Theoretical results are illustrated by computer experiments.

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2014.944659 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:45:y:2016:i:6:p:1693-1709

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2014.944659

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().