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Sequential Analysis
Design Methods and Applications
Volume 12, 1993 - Issue 2
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Original Articles

Sequential slippage tests using Robbins-Lai's invariant confidence sequences

Pages 115-124 | Published online: 29 Mar 2007

References

  • Butler , R.W. 1981 . The admissible Bayes character of subset selection techniques involved invariableselection, outlier detection, and slippage prblems . Ann.Statist , 9 : 960 – 973 .
  • Butler , R. 1983 . Outlier discordancy tests in the normal linear model . J.Roy.Statist.Soc.Ser , 45 : 120 – 132 .
  • Hara , T. 1986 . Confidence sequences for regression coefficients in a mul-tivariate linear model . Memo. Fac. Sci. Kyushu Univ. , 40 : 57 – 64 .
  • Hara , T. 1988 . Detection of multivariate outliers with location slippage or scale inflation in leftorthogonally invariant or elliptically contoured distributions . Ann. Inst. Statist. Math. , 40 : 395 – 406 .
  • Lai , T.L. 1976 . On confidence sequences . Ann. Statist. , 40 : 265 – 280 .
  • Robbins , H. 1970 . Statistical methods related to the law of the iterated logarithm . Ann. Math. Statist. , 41 : 1397 – 1409 .
  • Sinha , B.K. and Sarkar , S.K. 1984 . Invariant confidence sequences for some parameters in a multivariate linear regression model . Ann. Statist. , 12 : 301 – 310 .

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