Asymptotic efficiency in sequential designs for estimation

DOI10.1080/07474948908836181MaRDI QIDQ3830371zbMATH OpenOpenAlexFDO

Authors K. Rekab

Publication date 1989

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948908836181

zbMATH Keywords

asymptotic lower boundBayes riskfirst order efficientsubmartingalesuniform integrability

Mathematics Subject Classification ID

General nonlinear regression (62J02) Sequential statistical design (62L05)

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Cites work

• A sequentially constructed design for estimating a nonlinear parametric function
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotic efficiency of a seqrential allocation rule
• Asymptotic inference from sequential design in a nonlinear situation

Cited in

(20)

• Asymptotic optimality of sequential designs for estimation
• Asymptotic optimality of regular sequence designs
• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
• A nearly optimal two stage procedure
• An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure
• Asymptotic efficiency in sequential designs for estimation in the exponential family case
• Asymptotic inference from sequential design in a nonlinear situation
• Estimation Following a Sequentially Designed Experiment
• Bayesian estimation of the difference between two mean times to failure
• scientific article; zbMATH DE number 177233 (Why is no real title available?)
• Miscellanea. On sequential designs in nonlinear problems
• Bayesian estimation of the product of two proportions
• scientific article; zbMATH DE number 1057569 (Why is no real title available?)
• Bayesian sequential estimation of the reliability of a parallel-series system
• scientific article; zbMATH DE number 862389 (Why is no real title available?)
• Asymptotic optimality of fully sequential design and stopping rule for myopic design
• Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
• Second order efficiency in the sequential design of experiments
• Asymptotic optimality of experimental designs in estimating a product of means
• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

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