THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION

DOI10.1081/SQA-120004172zbMATH Open0999.62063OpenAlexW2052627590MaRDI QIDQ3148282FDOQ3148282

Authors: Jeng-Fu Liu 

Publication date: 3 December 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120004172

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zbMATH Keywords

stopping timepoststratificationuniform integrabilitythree-stage procedureminimum risk approach

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cites Work

• Title not available (Why is that?)
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Second order approximations for sequential point and interval estimation
• Second order approximation to the risk of a sequential procedure
• Asymptotic theory of triple sampling for sequential estimation of a mean
• A note on three-stage and sequential point estimation puocedures for a normal mean
• Three-Stage point Estimation Procedures For a Normal Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Further Remarks on Sequential Estimation: The Exponential Case
• The Expected Value and Variance of the Reciprocal and Other Negative Powers of a Positive Bernoullian Variate
• The performance of a sequential procedure for the estimation of the mean
• Asymptotic optimal sequential estimation: The Poisson case
• Triple stage point estimation for the exponential location parameter
• Bounded regret of a sequential procedure for estimation of the mean
• Sequential point estimation of the mean when the distribution is unspecified
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Esquentian of the mean by three stage procedure

Cited In (1)

• Esquentian of the mean by three stage procedure

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