The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution
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Publication:4240732
DOI10.1080/03610929908832331zbMath0943.62082MaRDI QIDQ4240732
Publication date: 29 June 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832331
covariance matrix; stopping times; conjugate distribution; optimal stopping theorem; revesed martingale
Cites Work
- Bayesian sequential estimation
- Empirical bayes methods in sequential estimation
- Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss
- Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
- On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure