Inference about a secondary process following a sequential trial

W. J. Hall

Biometrika, 2003, vol. 90, issue 3, 597-611

Abstract: We consider the following sequential testing problem. A group-sequential or fully-sequential test is carried out for a primary parameter, using a score process or an effective score process to eliminate nuisance parameters. After stopping, the possibility of additional parameters is considered, and appropriate tests and estimators are desired that recognise the sequential stopping rule. We formulate an asymptotic multi-dimensional Gaussian process form of such problems, and then construct tests and confidence procedures. Optimality conditions are given, and an example is summarised. Copyright Biometrika Trust 2003, Oxford University Press.

Date: 2003
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:oup:biomet:v:90:y:2003:i:3:p:597-611

Ordering information: This journal article can be ordered from
https://academic.oup.com/journals

Access Statistics for this article

Biometrika is currently edited by Paul Fearnhead

More articles in Biometrika from Biometrika Trust Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK.
Bibliographic data for series maintained by Oxford University Press ().