Multivariate sequential point estimation
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Cites work
- scientific article; zbMATH DE number 3155182 (Why is no real title available?)
- scientific article; zbMATH DE number 3313899 (Why is no real title available?)
- scientific article; zbMATH DE number 3073499 (Why is no real title available?)
- On Limiting Distributions for Sums of a Random Number of Independent Random Vectors
- On sequential estimation of the mean vector of a multinormal population
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- REMARKS ON A STOPPING TIME
- REMARKS ON SEQUENTIAL POINT ESTIMATION
Cited in
(25)- Sequential point estimation of the mean when the distribution is unspecified
- Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation
- Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
- Sequential estimation of a linear function of mean vectors
- Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
- Second order properties of accelerated stopping times with applications in sequential estimation
- Sequential shrinkage estimation of the difference between two multivariate normal means
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation
- Replicated piecewise stopping numbers and sequential analysis
- Optimal sequential estimation procedures for the normal mean when the variance is known
- Sequential shrinkage estimation of independent normal means with unkown variances
- A note on three-stage and sequential point estimation puocedures for a normal mean
- Three-Stage point Estimation Procedures For a Normal Mean
- A. P. O. rules in hierarchical and empirical bayes models
- Sequential estimation of the difference of means of two negative exponential populations
- Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: first-order and second-order asymptotics
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- A bayesian approach to sequential estimation without using the
- Sequential simultaneous estimation of the mean and variance: The rate of convergence
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