A sequential procedure with asymptotically negative regret for estimating a normal mean
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Publication:1192992
DOI10.1214/aos/1176348540zbMath0777.62082OpenAlexW1967309759MaRDI QIDQ1192992
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348540
uniform integrabilitysample meanunknown varianceAnscombe's theoremnormal meanunknown meanasymptotically negative regretminimum fixed size riskuniform continuity in probabilityWald's lemma
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