Bayes sequential estimation for a Poisson process under a LINEX loss function

DOI10.1080/02331888.2011.648640MaRDI QIDQ2863063zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

homogeneous Poisson processasymptotically optimalBayes sequential estimationLINEX loss functionasymptotically pointwise optimalasymptotically non-deficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3562245 (Why is no real title available?)
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• An Approximation to the Quotient of Gamma Function
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• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Dynkin's identity applied to Bayes sequential estimation of a Poisson process rate
• Empirical bayes methods in sequential estimation
• Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function
• On asymptotically optimal sequential Bayes interval estimation procedures
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Stein-type improved estimation of standard error under asymmetric LINEX loss function
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Cited in

(12)

• 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
• Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior
• 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

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