An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure

DOI10.1081/SQA-200027055MaRDI QIDQ3155702zbMATHOpenAlexFDO

Authors K. Rekab, Mohamed Tahir

Publication date 18 January 2005

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sqa-200027055

zbMATH Keywords

conjugate priorsuniform integrabilityFatou lemma

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential statistical design (62L05) Sequential estimation (62L12)

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Cites work

• Asymptotic efficiency in sequential designs for estimation
• Asymptotic efficiency in sequential designs for estimation in the exponential family case
• Asymptotic local minimaxity in sequential point estimation
• Bayesian estimation of the difference between two proportions
• Conjugate priors for exponential families
• Sequential allocation for an estimation problem with ethical costs
• Sequential designs for estimating the product of paraeers
• Some contributions to the asymptotic theory of Bayes solutions

Cited in

(2)

• Nearly second order three-stage design for estimating a product of several Bernoulli proportions
• Fixed and sequential designs for estimation in the exponential family with comparisons and applications to binomial proportions using beta priors

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