Bias reduction and negative regret in sequential point extimation

DOI10.1080/10485250108832848MaRDI QIDQ2720135zbMATH OpenOpenAlexFDO

Authors Mohamed Tahir, K. Rekab

Publication date 27 January 2004

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250108832848

zbMATH Keywords

Anscombe's theorembias-reduction estimatorexcess over the stopping boundarykurtosisregretskewness

Mathematics Subject Classification ID

Sequential estimation (62L12)

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Cites work

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• Second order approximation to the risk of a sequential procedure
• The performance of a sequential procedure for the estimation of the mean

Cited in

(1)

• On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution

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