Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions
From MaRDI portal
Publication:453720
DOI10.1007/s00184-011-0342-zzbMath1300.62057OpenAlexW2045555060MaRDI QIDQ453720
Publication date: 27 September 2012
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-011-0342-z
linex loss functionA.P.O. ruleBayes sequential estimationnon-deficiencytransformed Chi-square distributions
Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)
Related Items
Second order optimal approximation in a particular exponential family under asymmetric LINEX loss, Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical decision theory and Bayesian analysis. 2nd ed
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
- Family of transformed chi-square distributions
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- Sequential estimation of exponential lacation parameter using an asymmetric loss function
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
- Sequential point estimation of normal mean under LINEX loss function.