ON EMPIRICAL BAYES STOPPING TIMES

DOI10.1111/J.1467-842X.1989.TB00401.XMaRDI QIDQ3489015zbMATH OpenFDO

Authors Rohan Karunamuni

Publication date 1989

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

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)

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Cited in

(9)

• scientific article; zbMATH DE number 4011703 (Why is no real title available?)
• Empirical Bayes Sequential Estimation of Binomial Probabilities
• On empirical Bayes with sequential component
• On regression-based stopping times
• On empirical bayes sequential estimation
• scientific article; zbMATH DE number 3858152 (Why is no real title available?)
• On a class of stopping times for M-estimators
• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• Distribution of the Stopping Time in Bayesian Sequential Sampling

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