Asymptotic local minimaxity in sequential point estimation
From MaRDI portal
Publication:1067725
DOI10.1214/aos/1176349547zbMath0581.62067MaRDI QIDQ1067725
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349547
exponential families; minimax regret; minimax theorem; martingale convergence; Bayes risk; regret; asymptotic lower bound; weighted squared error loss; multiparameter exponential families; nonparametric case
Related Items
On uniform integrability and asymptotically risk-efficient sequential estimation, Bias corrected sequential estimation for the mean of nef-pvf distributions, A uniform renewal theorem, Confidence intervals with fixed proportional accuracy, Triple stage point estimation for the exponential location parameter, Second order asymptotic optimality in sequential point estimation, Sequential estimation of the mean of an exponential family in three stages, Sequential estimation of the mean of NEF-PVF distributions, An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure, Multistage estimation: optimal and asymptotically optimal policies, Sequential designs for estimating the product of paraeers