Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population (Q4368899): Difference between revisions
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Revision as of 16:32, 5 March 2024
scientific article; zbMATH DE number 1098711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population |
scientific article; zbMATH DE number 1098711 |
Statements
Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population (English)
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19 October 1998
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conjugate distribution
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optional stopping theorem
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martingale convergence theorem
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stopping rule
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intraclass correlation structure
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asymptotically pointwise optimal
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Bayes stopping times
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A.P.O. rule
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covariance matrix
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multivariate normal distribution
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