Asymptotic efficiency in sequential designs for estimation in the exponential family case
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Publication:3490799
DOI10.1080/07474949008836212zbMath0708.62069MaRDI QIDQ3490799
Publication date: 1990
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949008836212
efficiency; uniform integrability; exponential family; lower bound for the Bayes risk; Simulation studies; difference between the means
62F12: Asymptotic properties of parametric estimators
62F15: Bayesian inference
62L05: Sequential statistical design
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Bayesian estimation of the product of two proportions, Modified shrinkage estimates in the exponential family case, Asymptotically pointwise optimal allocation rules in Bayes sequential estimation, An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure
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