A simulation study of stopping times in bayesian sequential multiparameter estimation

DOI10.1080/07474949808836410MaRDI QIDQ4225632zbMATH OpenOpenAlexFDO

Authors Robert M. Hoekstra, Thomas C. Chenier

Publication date 9 March 1999

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949808836410

zbMATH Keywords

asymptotic non-deficiencyasymptotic pointwise optimalityhierarchical Bayesmultiparameter estimationsequential regressionsmall sample behavior

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Recommendations

• Distribution of the Stopping Time in Bayesian Sequential Sampling
• ON EMPIRICAL BAYES STOPPING TIMES
• A.P.O. Rules in hierarchical bayes regression models
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Cites work

• A. P. O. rules in hierarchical and empirical bayes models
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A.P.O. Rules in hierarchical bayes regression models
• Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss

Cited in

(2)

• Distribution of the Stopping Time in Bayesian Sequential Sampling
• When has estimation reached a steady state? The Bayesian sequential test

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