The performance of a sequential procedure for the estimation of the mean
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Publication:1148643
DOI10.1214/AOS/1176345345zbMATH Open0452.62070OpenAlexW1997308494MaRDI QIDQ1148643FDOQ1148643
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345345
Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40)
Cited In (55)
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- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
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- Bias reduction and negative regret in sequential point extimation
- Moments of randomly stopped \(U\)-statistics
- Risk-efficient nonparametric sequential estimators
- Three-stage confidence intervals for a linear combination of locations of two negative exponential distributions
- On the asymptotic expectation and variance of the number of boundary crossings
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
- Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
- A robust asymptotically optimal sequential estimation procedure for the Poisson process
- Estimation of the maximum and minimum in a model for bounded, dependent data
- Sequential point estimation of parameters in a threshold AR(1) model
- Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean
- Two-stage approach to Bayes sequential estimation in the exponential distribution
- Sequential estimation for the parameters of a stationary auto regressive model
- Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate
- Asymptotically bounded regret sequential estimation of the mean
- Sequential estimation of the mean of a first-order autoregressive process
- A note on sequential estimation of the mean
- Sequential estimation of the mean exponential survival time under random censoring
- SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS
- Sequential estimation of the variance of an unknown distribution
- Approximations to expected stopping times with applications to sequential estimation
- Sequential determination of the number of bootstrap samples
- Limit Theorems for Sample Covariances of Stationary Linear Processes with Applications to Sequential Estimation
- Sequential estimation of means of linear processes
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation
- Counting process approach to time sequential and sequential point estimation with censored data
- Seqrential point estimation in regression models with nonnormal errors
- Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations
- On uniform integrability and asymptotically risk-efficient sequential estimation
- Sequential point estimation of the means of u-statistics in finite population sampling
- SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES
- Sequential point estimation based on U-statistics
- THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION
- sequential estimation of the mean of a linear process
- A renewal theorem and its applications to some sequential procedures
- Sequential estimation of the autoregressive parameters in ar(p) model
- A nonparametric sequential learning procedure for estimating the pure premium
- Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function
- Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
- Esquentian of the mean by three stage procedure
- The sequential estimation in stochastic regression model with random coefficients
- Sequential estimation of ratio of normal parameters
- Fixed-width sequential confidence interval for the mean of a gamma distribution
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- Sequential estimation of the mean of NEF-PVF distributions
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
- Second order sequential estimation of the mean exponential survival time under random censoring
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