A general theorem which is useful in proving the exponential boundedness of the stopping time of sequential tests for parameters in general linear models is formulated; this theorem is formulated under the assumptions that the squared error has a finite moment-generating function and the sequence of the running averages of the concomitant variables converges. Applications are given.
Publié le : 1978-01-14
Classification:
Invariant SPRT,
exponentially bounded stopping time,
linear models,
62L10,
62J10,
62H15
@article{1176344067,
author = {Perng, S.-S.},
title = {Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case},
journal = {Ann. Statist.},
volume = {6},
number = {1},
year = {1978},
pages = { 85-91},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344067}
}
Perng, S.-S. Exponentially Bounded Stopping Times of Invariant SPRT's in General Linear Models: Finite $\operatorname{mgf}$ Case. Ann. Statist., Tome 6 (1978) no. 1, pp. 85-91. http://gdmltest.u-ga.fr/item/1176344067/