Asymptotically optimal bayesian sequential point estimation with censored data

DOI10.1080/07474948808836153MaRDI QIDQ3031798zbMATH OpenOpenAlexFDO

Authors Mohamed Tahir

Publication date 1988

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948808836153

zbMATH Keywords

censored dataasymptotic expansionsinfinitesimal operatorgamma priorposterior expected lossDynkin's identity for Markov processessmooth loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotic optimal sequential estimation: The Poisson case
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Bayes sequential estimation in a life test and asymptotic properties
• Dynamics of Bayes estimates for the rate of Poisson processes with gamma priors and convex loss
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Estimating a mean from delayed observations
• On the Starting Points of Incursions of Markov Processes
• Second order approximations for sequential point and interval estimation

Cited in

(7)

• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• A sequential test for the failure rate of an exponential distribution with censored data
• Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution
• Counting process approach to time sequential and sequential point estimation with censored data
• Bayesian sequential estimation of the ratio of failure rates of two exponential distributions censored data
• Lower Bounds on the Minimax Risk of Sequential Estimators

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