An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment
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Publication:4351752
DOI10.1080/07474949708836372zbMath0879.62070OpenAlexW2079327943MaRDI QIDQ4351752
Publication date: 28 January 1998
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949708836372
stopping rulenuisance parametermaximum likelihood estimation procedureBhattacharyya type boundlinearly combined parameter
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Cites Work
- Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
- The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure
- Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters
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