Bayes sequential estimation for a Poisson process under a LINEX loss function
DOI10.1080/02331888.2011.648640zbMATH Open1440.62310OpenAlexW2110553951MaRDI QIDQ2863063FDOQ2863063
Authors: Leng-Cheng Hwang, Cheng-Hung Lee 
Publication date: 21 November 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2011.648640
Recommendations
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
- scientific article; zbMATH DE number 3945174
- Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function
- A robust asymptotically optimal sequential estimation procedure for the Poisson process
- A robust two-stage procedure for the Poisson process under the linear exponential loss function
homogeneous Poisson processasymptotically optimalBayes sequential estimationLINEX loss functionasymptotically pointwise optimalasymptotically non-deficient
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)
Cites Work
- Stein-type improved estimation of standard error under asymmetric LINEX loss function
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
- Title not available (Why is that?)
- Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
- ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
- Empirical bayes methods in sequential estimation
- Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
- On asymptotically optimal sequential Bayes interval estimation procedures
- A.P.O. Rules in hierarchical bayes regression models
- An Approximation to the Quotient of Gamma Function
- Three-stage and accelerated sequential point estimation of the normal mean using LINEX loss function
- Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function
Cited In (11)
- Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
- An optimal stopping time for a power law process
- A robust asymptotically optimal sequential estimation procedure for the Poisson process
- A robust two-stage procedure for the Poisson process under the linear exponential loss function
- Bayesian Estimation for Linear Functions of Poisson Rates
- Second order optimal approximation in a particular exponential family under asymmetric LINEX loss
- Bayes sequential estimation for a particular exponential family of distributions under LINEX loss
- Optimal sequential estimation procedures of a function of a probability of success under LINEX loss
- Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
- Dynamics of Bayes estimates for the rate of Poisson processes with gamma priors and convex loss
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
This page was built for publication: Bayes sequential estimation for a Poisson process under a LINEX loss function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2863063)
