TY - JOUR AU - Kharin, Alexey PY - 2020/04/13 Y2 - 2024/03/28 TI - Robustness Analysis in Sequential Statistical Decisions JF - Austrian Journal of Statistics JA - AJS VL - 49 IS - 4 SE - Special Issue CDAM conference DO - 10.17713/ajs.v49i4.1131 UR - https://www.ajs.or.at/index.php/ajs/article/view/1131 SP - 69-75 AB - <p>The sequential statistical decision making is considered. Performance characteristics (error probabilities and expected sample sizes) for the sequential statistical decision rules (tests) are analysed. Both cases of simple and composite hypotheses are considered. Asymptotic expansions under distortions are constructed for the performance characteristics enabling robust sequential test construction.</p> ER -