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math.ST2026
The relative efficiency of sequential tests
Henri Doerks, Erik Ekström, Yuqiong Wang
While many statistical procedures rely on a fixed sample size, sequential methods allow a decision-maker to adapt the sample size to achieve a given precision. In this way, sequent…
math.ST2025
On hypoellipticity of degenerate operators in testing and detection problems
Erhan Bayraktar, Yuqiong Wang
We study a class of degenerate diffusion generators arising in sequential testing and quickest detection problems with partial information. The observation process is driven by …