Asymptotic optimality of certain sequential estimators

DOI10.1214/AOS/1176344786MaRDI QIDQ598755zbMATH OpenOpenAlexFDO

Authors Sumit K. Garg

Publication date 1979

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

Full work available at URL https://doi.org/10.1214/aos/1176344786

zbMATH Keywords

asymptotic optimalityminimum riskone parameter exponential familysequence of Bayes proceduressequential estimatorssequential stopping rulesstrictly negative regretsuper-efficiencyuniformly bounded regret

Mathematics Subject Classification ID

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

Cited in

(2)

• Risk-efficient nonparametric sequential estimators
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss

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