Sequential Probability Ration Tests: Conservative and Robust

Jack Kleijnen () and Wen Shi

No 2017-001, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: sequential test; Wald; Hall; robustness; lognormal; gamma distribution; Monte Carlo (search for similar items in EconPapers)
Date: 2017
New Economics Papers: this item is included in nep-dcm and nep-ecm
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