On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
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Publication:3645023
DOI10.1080/03610920902947287zbMath1175.62086MaRDI QIDQ3645023
Nitis Mukhopadhyay, Shelemyahu Zacks
Publication date: 16 November 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902947287
LINEX loss; sequential procedure; two-stage procedure; normal mean; asymptotic risk bound; bounded risk problem; exact properties
62F12: Asymptotic properties of parametric estimators
62E15: Exact distribution theory in statistics
62L12: Sequential estimation
62L15: Optimal stopping in statistics
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