A bayesian approach to sequential estimation without using the

DOI10.1080/07474949708836391MaRDI QIDQ4368896zbMATH OpenOpenAlexFDO

Authors Leng-Cheng Hwang

Publication date 15 December 1998

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949708836391

zbMATH Keywords

asymptotically Bayesasymptotically non-deficientasymptotically pointwise optimalempirical Bayes

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12)

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Cites work

• A Bayesian approach to a problem in sequential estimation
• A nonlinear renewal theory with applications to sequential analysis. I
• A. P. O. rules in hierarchical and empirical bayes models
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Bayesian sequential estimation
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
• Empirical bayes methods in sequential estimation
• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• Empirical bayes sequential estimation of the mean
• scientific article; zbMATH DE number 3340845 (Why is no real title available?)
• Moments of Randomly Stopped Sums
• Multivariate sequential point estimation
• On empirical bayes sequential estimation
• On empirical Bayes testing with sequential components
• On the Convergence of Moments in the Central Limit Theorem
• Second order approximations for sequential point and interval estimation
• Sequential point estimation of the difference of two normal means
• Some contributions to the asymptotic theory of Bayes solutions
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(7)

• Two-stage approach to Bayes sequential estimation in the exponential distribution
• On Bayes sequential estimation of the location parameter with nonsmooth density
• Bayesian Point Estimation Using the Predictive Distribution
• Asymptotically optimal procedures in multivariate Bayesian sequential estimation
• Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution
• Second-order approximations of a robust sequential procedure in Bayes sequential estimation
• An interval estimation procedure with deterministic stopping rule in Bayes sequential interval estimation

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