Multivariate sequential point estimation

DOI10.1016/0047-259X(76)90037-3zbMath0346.62062OpenAlexW2056034098MaRDI QIDQ1233710

Malay Ghosh, Nitis Mukhopadhyay, Bimal Kumar Sinha

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90037-3

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items

A note on three-stage and sequential point estimation puocedures for a normal mean, Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation, Sequential simultaneous estimation of the mean and variance: The rate of convergence, An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis, Replicated piecewise stopping numbers and sequential analysis, Sequential shrinkage estimation of independent normal means with unkown variances, Three-Stage point Estimation Procedures For a Normal Mean, 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, Asymptotically optimal procedures in multivariate Bayesian sequential estimation, An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation, Sequential estimation of the difference of means of two negative exponential populations, Optimal sequential estimation procedures for the normal mean when the variance is known, 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, Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector, A bayesian approach to sequential estimation without using the, Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci, Sequential estimation of a linear function of mean vectors, Second order properties of accelerated stopping times with applications in sequential estimation, Second-order approximations of a robust sequential procedure in Bayes sequential estimation, Sequential point estimation of the mean when the distribution is unspecified, Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics, A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution, A. P. O. rules in hierarchical and empirical bayes models, 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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On sequential estimation of the mean vector of a multinormal population
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On Limiting Distributions for Sums of a Random Number of Independent Random Vectors
• REMARKS ON A STOPPING TIME
• REMARKS ON SEQUENTIAL POINT ESTIMATION