Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function

DOI10.1080/07474946.2012.651968zbMath1235.62117OpenAlexW2081831169MaRDI QIDQ5389553

Leng-Cheng Hwang, Cheng-Hung Lee

Publication date: 21 April 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.651968

zbMATH Keywords

uniform integrabilityasymptotic optimalityprior distributionsasymptotic pointwise optimalityrobust sequential procedure

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items

Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation ⋮ Asymptotically optimal procedures in multivariate Bayesian sequential estimation ⋮ A robust two-stage procedure in Bayes sequential estimation of a particular exponential family ⋮ Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics ⋮ Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data ⋮ Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data ⋮ Asymptotic Non-Deficiency of Some Procedures for a Particular Exponential Family Under Relative LINEX Loss ⋮ Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

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