On an A.P.O. Rule in Sequential Estimation with Quadratic Loss

DOI10.1214/AOMS/1177697706zbMath0175.17004OpenAlexW1968921391MaRDI QIDQ5563804

Peter J. Bickel, Joseph A. Yahav

Publication date: 1969

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697706

zbMATH Keywords

statistics

Related Items (9)

Some contributions to the asymptotic theory of Bayes solutions ⋮ Empirical Bayes sequential estimation fro exponential families: the untruncated component ⋮ A.P.O. Rules in hierarchical bayes regression models ⋮ Bayes sequential estimation for a particular exponential family of distributions under LINEX loss ⋮ Nonparametric Sequential Bayes Estimation of the Distribution Function ⋮ A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior ⋮ Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference ⋮ A.P.O. rules are asymptotically non deficient for estimation with squared error loss ⋮ A. P. O. rules in hierarchical and empirical bayes models

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