Γ-minimax estimation with delayed observations from the multinomial distribution
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Publication:4652922
DOI10.1080/02331880410001696099zbMath1056.62089OpenAlexW2095155088MaRDI QIDQ4652922
Ryszard Magiera, Alicja Jokiel-Rokita
Publication date: 28 February 2005
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880410001696099
stopping timemultinomial distributionBayes sequential estimationsequential decision procedure\(\Gamma\)-minimax sequential procedure
Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
Cites Work
- Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
- Bayes sequential estimation in a life test and asymptotic properties
- Estimating a mean from delayed observations
- Estimation with Delayed Bservations for the Multinomial Distribution
- Infinitesimal Look-Ahead Stopping Rules