Second order approximation to the risk of a sequential procedure

From MaRDI portal
Publication:1055128

DOI10.1214/AOS/1176346249zbMath0521.62067OpenAlexW2065303485MaRDI QIDQ1055128

Adam T. Martinsek

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346249




Related Items (37)

Sequential point estimation of parameters in a threshold AR(1) modelSequential point estimation for branching processes i, subcritical caseRisk-efficient nonparametric sequential estimatorsAn analysis of five simulation methods for determining the number of replications in a complex Monte Carlo studySecond Order Asymptotics of an Accelerated Sequential Procedure for Estimating the MeanA note on sequential estimation of the meanOn the sequential point estimation of the mean of a gamma distributionA note on accelerated sequential estimation of the mean of NEF-PVF distributionsSequential estimation of means of linear processesSequential estimation of the mean of NEF-PVF distributionsEsquentian of the mean by three stage proceduresequential estimation of the mean of a linear processSecond order sequential estimation of the mean exponential survival time under random censoring\(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regressionSequential confidence bands for densitiesSequential estimation of the mean of a first-order autoregressive processAsymptotic theory for a two-stage procedure in sequential interval estimation of a normal meanSeqrential point estimation in regression models with nonnormal errorsSequential estimation for the parameters of a stationary auto regressive modelA nonparametric sequential learning procedure for estimating the pure premiumSEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSESSequential estimation for dependent oberservations with an application to non-standard autoregressive processesOn uniform integrability and asymptotically risk-efficient sequential estimationAn alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimationSequential estimation of the difference of means of two negative exponential populationsSequential estimation of ratio of normal parametersBias reduction and negative regret in sequential point extimationSequential estimation of a linear combination of meansSequential estimation of the autoregressive parameter in a first order autoregressive processDiscussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross IaciComparison of some sequential procedures with related optimal stopping rulesSensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer SimulationsApproximations to expected stopping times with applications to sequential estimationSecond-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive modelSecond-order approximations of a robust sequential procedure in Bayes sequential estimationSecond order asymptotic optimality in sequential point estimationTHREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION







This page was built for publication: Second order approximation to the risk of a sequential procedure