Estimating a mean from delayed observations

DOI10.1007/BF00533314zbMath0368.62066OpenAlexW2095921822MaRDI QIDQ4144638

Norman Starr, Robert L. Wardrop, Michael B. Woodroofe

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00533314

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (16)

Estimation with Delayed Bservations for the Multinomial Distribution ⋮ Sequential estimation of a location parameter from delayed observations ⋮ A stochastic process arising in sequential experimentation ⋮ Optimal stopping in a size dependent search ⋮ Estimation procedures with delayed observations ⋮ Double Optimal Stopping in the Fishing Problem ⋮ A general framework for optimal stopping problems associated with multivariate point processes, and applications ⋮ Sequential estimation of quantiles from delayed observations ⋮ A continuous-time sequential testing problem ⋮ Distributions of stopping times in some sequential estimation procedures ⋮ An adaptive rule for stopping a discovery process under time censorship ⋮ Sequential Estimation of a Continuous Distribution Function from Delayed Observations ⋮ Γ-minimax estimation with delayed observations from the multinomial distribution ⋮ Asymptotically optimal bayesian sequential point estimation with censored data ⋮ Bayes sequential estimation in a life test and asymptotic properties ⋮ Bayes Sequential Estimation Procedures in Exponential-Type Processes For a Polynomial Cost Function

Cites Work

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• Optimal and adaptive stopping based on capture times
• Optimal Stopping in a Markov Process
• On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used
• Infinitesimal Look-Ahead Stopping Rules

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