THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION

DOI10.1081/SQA-120004172MaRDI QIDQ3148282zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stopping timepoststratificationuniform integrabilitythree-stage procedureminimum risk approach

Mathematics Subject Classification ID

Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3549966 (Why is no real title available?)
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A note on three-stage and sequential point estimation puocedures for a normal mean
• Asymptotic optimal sequential estimation: The Poisson case
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Bounded regret of a sequential procedure for estimation of the mean
• Esquentian of the mean by three stage procedure
• Further Remarks on Sequential Estimation: The Exponential Case
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Second order approximation to the risk of a sequential procedure
• Second order approximations for sequential point and interval estimation
• Sequential point estimation of the mean when the distribution is unspecified
• 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
• Three-Stage point Estimation Procedures For a Normal Mean
• Triple stage point estimation for the exponential location parameter

Cited in

(1)

• Esquentian of the mean by three stage procedure

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