Estimating a mean from delayed observations
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Cites work
- scientific article; zbMATH DE number 3145638 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- scientific article; zbMATH DE number 3278887 (Why is no real title available?)
- Infinitesimal Look-Ahead Stopping Rules
- On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used
- Optimal and adaptive stopping based on capture times
- Optimal Stopping in a Markov Process
Cited in
(17)- A stochastic process arising in sequential experimentation
- An adaptive rule for stopping a discovery process under time censorship
- Estimation procedures with delayed observations
- Sequential Estimation of a Continuous Distribution Function from Delayed Observations
- Asymptotically optimal bayesian sequential point estimation with censored data
- Optimal stopping in a size dependent search
- Bayes sequential estimation in a life test and asymptotic properties
- Estimation with Delayed Bservations for the Multinomial Distribution
- A general framework for optimal stopping problems associated with multivariate point processes, and applications
- Distributions of stopping times in some sequential estimation procedures
- Γ-minimax estimation with delayed observations from the multinomial distribution
- Bayes Sequential Estimation Procedures in Exponential-Type Processes For a Polynomial Cost Function
- Double Optimal Stopping in the Fishing Problem
- Sequential estimation of quantiles from delayed observations
- Sequential estimation of a location parameter and powers of a scale parameter from delayed observations
- Sequential estimation of a location parameter from delayed observations
- A continuous-time sequential testing problem
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