| Adaptive two-stage optimal designs for phase II clinical studies that allow early futility stopping |
4 |
| Sequential testing of a Wiener process with costly observations |
4 |
| Determination of multiple dependent state repetitive group sampling plan based on the process capability index |
3 |
| Two-sample two-stage and purely sequential methodologies for tests of hypotheses with applications: comparing normal means when the two variances are unknown and unequal |
3 |
| Multi-stage point estimation of the mean of an inverse Gaussian distribution |
3 |
| EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models |
3 |
| Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini's mean difference and mean absolute deviation |
2 |
| Proportional closeness estimation of probability of contamination under group testing |
2 |
| Zero-inflated count time series models using Gaussian copula |
2 |
| Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution |
2 |
| An ARL-unbiased thinning-based EWMA chart to monitor counts |
2 |
| Improved sequential Cramer-Rao type integral inequality |
2 |
| Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index |
1 |
| Sequential estimation in the group testing problem |
1 |
| Exponential inequalities for Mann's iterative scheme with functional random errors |
1 |
| Bayesian sequential joint detection and estimation |
1 |
| The steady-state behavior of multivariate exponentially weighted moving average control charts |
1 |
| A theory of truncated inverse sampling |
1 |
| Sequential model selection method for nonparametric autoregression |
1 |
| Scan B-statistic for kernel change-point detection |
1 |
| Determination of optimal quick switching system with varying sample size for assuring mean life under Weibull distribution |
1 |
| Group sequential crossover trial designs with strong control of the familywise error rate |
1 |
| A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise |
1 |
| Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks |
1 |
| A hybrid Bayesian-frequentist predictive design for monitoring multi-stage clinical trials |
1 |
| A k-stage procedure for estimating the mean vector of a multivariate normal population |
1 |
| Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model |
0 |
| A discussion on adaptive designs for computer experiments |
0 |
| Monitoring a Poisson process subject to gradual changes in the arrival rates |
0 |
| A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events |
0 |
| Exact conditional maximized sequential probability ratio test adjusted for covariates |
0 |
| Monotonicity and robustness in Wiener disorder detection |
0 |
| Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling |
0 |
| Risk-efficient sequential estimation of multivariate random coefficient autoregressive process |
0 |
| Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling |
0 |
| Two-stage prediction in linear models |
0 |
| Kullback-leibler Approach to CUSUM Quickest Detection Rule for Marikuvidn Time Series |
0 |
| Sequential fixed-width confidence interval for the rth power of the exponential scale parameter: Two-stage and sequential sampling procedures |
0 |
| Determination of a new sampling system based on exponentially weighted moving average |
0 |
| Designing one-sided group sequential clinical trials to detect a mixture alternative |
0 |
| Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown |
0 |
| An online change detection test for parametric discrete-time stochastic processes |
0 |
| Adaptive sequential machine learning |
0 |
| Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics |
0 |
| A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution |
0 |
| Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution |
0 |
| On sequential spectral analysis of amplitude-modulated time series |
0 |
| Tandem-width sequential confidence intervals for a Bernoulli proportion |
0 |
| Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function |
0 |
| Selection among Bernoulli populations in comparison with a standard |
0 |
