Estimating After Sequential Selection and Ranking.
Exponential rates for the error probabilities in selection procedures
For a sequence of statistical experiments with a finite parameter set the asymptotic behavior of the maximum risk is studied for the problem of classification into disjoint subsets. The exponential rates of the optimal decision rule is determined and expressed in terms of the normalized limit of moment generating functions of likelihood ratios. Necessary and sufficient conditions for the existence of adaptive classification rules in the sense of Rukhin [Ru1] are given. The results are applied to...