ON EMPIRICAL BAYES STOPPING TIMES

DOI10.1111/J.1467-842X.1989.TB00401.XzbMATH Open0707.62009MaRDI QIDQ3489015FDOQ3489015

Authors: Rohan Karunamuni 

Publication date: 1989

Published in: Australian Journal of Statistics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic efficiencyasymptotic optimalitysequential decision problemoptimal fixed sample sizeempricial Bayes

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Optimal stopping in statistics (62L15)

Cited In (9)

• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• On empirical bayes sequential estimation
• On a class of stopping times for M-estimators
• Distribution of the Stopping Time in Bayesian Sequential Sampling
• Empirical Bayes Sequential Estimation of Binomial Probabilities
• Title not available (Why is that?)
• On regression-based stopping times
• On empirical Bayes with sequential component
• Title not available (Why is that?)

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