21 citations · 36 across the 10 of their papers we have counts for
5 papers · 1 filter
Locally most powerful sequential tests of a simple hypothesis vs one-sided alternatives
Andrey Novikov, Petr Novikov
Let be a discrete-time stochastic process with a distribution , , where is an open subset of the real line. We consider the problem of testing a simpl…
Sequential multiple hypothesis testing in presence of control variables
Andrey Novikov
Suppose that at any stage of a statistical experiment a control variable that affects the distribution of the observed data at this stage can be used. The distribution of $…
Optimal sequential testing of two simple hypotheses in presence of control variables
Andrey Novikov
Suppose that at any stage of a statistical experiment a control variable that affects the distribution of the observed data can be used. The distribution of depends on…
Optimal sequential procedures with Bayes decision rules
Andrey Novikov
In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample nu…
Optimal sequential multiple hypothesis tests
Andrey Novikov
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings a…