Comparison of some sequential procedures with related optimal stopping rules

DOI10.1007/BF00534872zbMath0553.62071MaRDI QIDQ3347139

Adam T. Martinsek

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

asymptotically optimalbest fixed sample size ruleloss equal to a linear combination of squared error and sample sizemean of independent, identically distributed random variables

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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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