Asymptotic local minimaxity in sequential point estimation

DOI10.1214/AOS/1176349547zbMath0581.62067OpenAlexW1987728095MaRDI QIDQ1067725

Michael B. Woodroofe

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1214/aos/1176349547

zbMATH Keywords

exponential familiesminimax regretminimax theoremmartingale convergenceBayes riskregretasymptotic lower boundweighted squared error lossmultiparameter exponential familiesnonparametric case

Mathematics Subject Classification ID

Point estimation (62F10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure ⋮ Sequential estimation of the mean of an exponential family in three stages ⋮ Confidence intervals with fixed proportional accuracy ⋮ Multistage estimation: optimal and asymptotically optimal policies ⋮ Sequential estimation of the mean of NEF-PVF distributions ⋮ Triple stage point estimation for the exponential location parameter ⋮ Sequential designs for estimating the product of paraeers ⋮ Bias corrected sequential estimation for the mean of nef-pvf distributions ⋮ On uniform integrability and asymptotically risk-efficient sequential estimation ⋮ A uniform renewal theorem ⋮ Second order asymptotic optimality in sequential point estimation

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