Sequential estimation of an inverse Gaussian mean with known coefficient of variation
DOI10.1007/S13571-021-00266-XzbMATH Open1493.62098OpenAlexW3194253869MaRDI QIDQ2135607FDOQ2135607
Authors: Ajit Chaturvedi, Sudeep R. Bapat, Neeraj Joshi 
Publication date: 9 May 2022
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13571-021-00266-x
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coefficient of variationpoint estimationinverse Gaussian distributionsecond-order asymptoticsminimum riskbounded riskpurely sequential procedureweighted squared-error loss
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Sequential statistical design (62L05) Sequential statistical analysis (62L10) Sequential estimation (62L12)
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- Sequential Estimation of an Inverse Gaussian Parameter with Prescribed Proportional Closeness
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Cited In (6)
- Title not available (Why is that?)
- Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution
- Title not available (Why is that?)
- Sequential Estimation of an Inverse Gaussian Parameter with Prescribed Proportional Closeness
- Multi-stage point estimation of the mean of an inverse Gaussian distribution
- Three-stage and ‘accelerated’ sequential procedures for the mean of a normal population with known coefficient of variation
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