scientific article; zbMATH DE number 3945174

zbMATH Open0588.62148MaRDI QIDQ3716136FDOQ3716136

Authors Mohamed E. H. Rehaïlia

Publication date 1984

zbMATH Keywords

Bayes riskone-parameter exponential familyasymptotically pointwise optimalSquared error lossuniformly integrable martingalesasymptotically non-deficientposterior losslinear sampling cost

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

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Cited in

(8)

• Second-order approximations of a robust sequential procedure in Bayes sequential estimation
• Bayes sequential estimation for a Poisson process under a LINEX loss function
• Bayes sequential estimation for a particular exponential family of distributions under LINEX loss
• Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions
• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• Asymptotic optimality of myopic information-based strategies for Bayesian adaptive estimation
• Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
• Two-stage approach to Bayes sequential estimation in the exponential distribution

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