Asymptotic efficiency in sequential designs for estimation in the exponential family case

DOI10.1080/07474949008836212MaRDI QIDQ3490799zbMATH OpenOpenAlexFDO

Authors K. Rekab

Publication date 1990

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949008836212

zbMATH Keywords

efficiencyexponential familyuniform integrabilitylower bound for the Bayes riskSimulation studiesdifference between the means

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Sequential statistical design (62L05)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• A Sequential Analogue of the Behrens-Fisher Problem
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotic efficiency in sequential designs for estimation
• Bayesian estimation of the difference between two proportions
• Conjugate priors for exponential families
• Sequential Bayes estimation of the difference between means

Cited in

(15)

• Asymptotic optimality of sequential designs for estimation
• An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure
• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
• Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
• Two stage design for estimation of mean difference in the exponential family
• Second order efficiency in the sequential design of experiments
• On sequential and fixed designs for estimation with comparisons and applications
• scientific article; zbMATH DE number 1057569 (Why is no real title available?)
• Asymptotic efficiency in sequential designs for estimation
• Sequential allocation for an estimation problem with ethical costs
• Modified shrinkage estimates in the exponential family case
• Bayesian estimation of the product of two proportions
• Bahadur optimality of sequential experiments for exponential families
• Fixed and sequential designs for estimation in the exponential family with comparisons and applications to binomial proportions using beta priors
• Asymptotic optimality of fully sequential design and stopping rule for myopic design

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