Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies

DOI10.1007/s42081-018-0028-0zbMath1430.62179OpenAlexW2902573723WikidataQ128821823 ScholiaQ128821823MaRDI QIDQ2329873

Jun Hu, Nitis Mukhopadhyay

Publication date: 18 October 2019

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42081-018-0028-0

zbMATH Keywords

squared error losssimulationsregretlinear costrisk efficiencysequential strategyasymptotic first-order propertiesasymptotic second-order properties

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (10)

Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis ⋮ A broader class of modified two-stage minimum risk point estimation procedures for a normal mean ⋮ Three-stage minimum risk point estimation with termination defined via Gini’s mean difference ⋮ A double-sequential sampling scheme ⋮ A multiply-sequential sampling scheme ⋮ Unnamed Item ⋮ Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean ⋮ A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution ⋮ Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model ⋮ On a class of purely sequential procedures with applications to estimation and ranking and selection problems

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