The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution (Q4240732): Difference between revisions
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| Property / cites work: Empirical bayes methods in sequential estimation / rank | |||
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| Property / cites work: On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure / rank | |||
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| Property / cites work: Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss / rank | |||
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| Property / cites work: Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population / rank | |||
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Latest revision as of 19:50, 28 May 2024
scientific article; zbMATH DE number 1281491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution |
scientific article; zbMATH DE number 1281491 |
Statements
The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution (English)
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29 June 1999
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conjugate distribution
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optimal stopping theorem
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revesed martingale
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covariance matrix
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stopping times
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