Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data

DOI10.1080/15598608.2017.1350608zbMath1425.62120OpenAlexW2735510880MaRDI QIDQ2321986

Shelemyahu Zacks, Nitis Mukhopadhyay

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2017.1350608

zbMATH Keywords

asymptoticssimulationsriskexact calculationsstopping timesscale parameterfirst-order propertiesreal datasecond order propertiesbounded riskLinex lossmodified Linex losspurely sequential methodologyrisk per unit costtwo-stage methodology

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical design (62L05) Sequential estimation (62L12)

Related Items (10)

Sequential nonparametric estimation of controlled multivariate regression ⋮ Unnamed Item ⋮ Unnamed Item ⋮ 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 ⋮ EDA on the asymptotic normality of the standardized sequential stopping times, Part-I: Parametric models ⋮ Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem ⋮ Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics ⋮ An unusual application of Cramér-Rao inequality to prove the attainable lower bound for a ratio of complicated gamma functions ⋮ 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 ⋮ Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure

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