Sort by:

• Highly Influential Citations
• Citations
• Acceleration
• Velocity
• Recency

Learn More

Foundations of Statistical Inference Proceedings of the Shoresh Conference 2000

• Yoel Haitovsky, Hans Rudolf Lerche, Yaacov Ritov, Teun Kloek
• 2003

We describe new results for sharp upper and lower bounds on the entries in multi-way tables of counts based on a set of released and possibly overlapping marginal tables. In particular, we present a… (More)

An optimal property of the repeated significance test.

• Hans Rudolf Lerche
• Proceedings of the National Academy of Sciences…
• 1986

It is shown that the repeated significance test is a Bayes test for testing sequentially the sign of the drift of a Brownian motion. Its relation to Wald's sequential probability ratio test is… (More)

Discounted optimal stopping for diffusions: free-boundary versus martingale approach

• Pavel V. Gapeev, Hans Rudolf Lerche
• 2009

The free-boundary and the martingale approach are competitive methods of solving discounted optimal stopping problems for one-dimensional time-homogeneous regular diffusion processes on infinite time… (More)

Blackwell Prediction for Categorical Data

• Hans Rudolf Lerche
• 2010

Let us consider the problem of sequential prediction of categorical data. Let D = {0, 1, . . . , d−1} denote the set of possible outcomes with d ≥ 2. Let x1, x2, . . . be an infinite sequence with… (More)

• ‹
• 1
• ›