Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference

DOI10.1007/s00362-006-0002-yzbMath1168.62072OpenAlexW2012749513MaRDI QIDQ1015469

Alicja Jokiel-Rokita

Publication date: 8 May 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-006-0002-y

zbMATH Keywords

Bayes estimationLINEX loss functiongamma distributionhomogeneous Poisson processasymptotically pointwise optimal stopping time

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items

Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function, A robust two-stage procedure for the Poisson process under the linear exponential loss function, Bayes sequential estimation for a Poisson process under a LINEX loss function, Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

Cites Work

• Unnamed Item
• On asymptotically optimal sequential Bayes interval estimation procedures
• ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
• Sequential Design of Experiments
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A.P.O. Rules in hierarchical bayes regression models
• Asymptotic Shapes of Bayes Sequential Testing Regions
• Some contributions to the asymptotic theory of Bayes solutions
• On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Asymptotically Optimum Sequential Inference and Design
• Bayes and Minimax Solutions of Sequential Decision Problems