Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3569699 (Why is no real title available?)
- scientific article; zbMATH DE number 1347894 (Why is no real title available?)
- scientific article; zbMATH DE number 1461225 (Why is no real title available?)
- scientific article; zbMATH DE number 3340845 (Why is no real title available?)
- scientific article; zbMATH DE number 3068118 (Why is no real title available?)
- A. P. O. rules in hierarchical and empirical bayes models
- A.P.O. Rules in hierarchical bayes regression models
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
- Asymptotic efficiency in sequential designs for estimation
- Asymptotic efficiency in sequential designs for estimation in the exponential family case
- Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation
- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
- Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
- Asymptotically pointwise optimal change detection in multiple channels
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
- Bayes and Minimax Solutions of Sequential Decision Problems
- Bayes sequential estimation for a Poisson process under a LINEX loss function
- Bayesian Estimation and Prediction Using Asymmetric Loss Functions
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- Empirical bayes methods in sequential estimation
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Myopicx sequential allocation procedures for bayesian simultaneou estimation
- On asymptotically optimal sequential Bayes interval estimation procedures
- Sequential Allocation and Optimal Stopping in Bayesian Simultaneous Estimation
- Sequential Bayes estimation of the difference between means
This page was built for publication: Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6657547)