Second order asymptotic optimality in sequential point estimation
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Publication:1262666
DOI10.1016/0378-3758(89)90041-4zbMath0686.62059MaRDI QIDQ1262666
Publication date: 1989
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(89)90041-4
weighted squared error loss; asymptotic local minimax regret; mean of a one-parameter exponential family; second order asymptotic optimality
62L12: Sequential estimation
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On the sequential point estimation of the mean of a gamma distribution, Sequential estimation of the mean of NEF-PVF distributions
Cites Work
- Second order approximation to the risk of a sequential procedure
- Asymptotic local minimaxity in sequential point estimation
- Extended renewal theory and moment convergence in Anscombe's theorem
- An asymptotic lower bound for the local minimax regret in sequential point estimation
- Estimation Following Sequential Tests
- Moments of Randomly Stopped Sums
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