Comparison of some sequential procedures with related optimal stopping rules
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Publication:3347139
DOI10.1007/BF00534872zbMath0553.62071MaRDI QIDQ3347139
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
asymptotically optimalbest fixed sample size ruleloss equal to a linear combination of squared error and sample sizemean of independent, identically distributed random variables
Cites Work
- Asymptotic optimal sequential estimation: The Poisson case
- Second order approximation to the risk of a sequential procedure
- Second order approximations for sequential point and interval estimation
- Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
- On a Stopping Rule and the Central Limit Theorem
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- THE LIMITING DISTRIBUTION OF THE LAST TIME s n ≥ n∈
- Boundary Crossing Probabilities for the Wiener Process and Sample Sums
- Further Remarks on Sequential Estimation: The Exponential Case
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