Multistage estimation: optimal and asymptotically optimal policies

DOI10.1080/07474948608836088zbMath0597.62089OpenAlexW1971359858MaRDI QIDQ3730882

Adam T. Martinsek

Publication date: 1986

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948608836088

zbMATH Keywords

loss functionconjugate priorone-parameter exponential familyBayesian sequential estimationsquared errorexistence of an optimal (Bayes) policymulti-stage point estimationone-stage-look-ahead policy

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12)

Related Items (3)

Sequential estimation of the mean of an exponential family in three stages ⋮ Multistage estimation: optimal and asymptotically optimal policies ⋮ Three-stage accurate estimation in the general linear model

Cites Work

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• Multistage estimation: optimal and asymptotically optimal policies
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• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A dominated ergodic type theorem
• Some contributions to the asymptotic theory of Bayes solutions
• On Moments of the Maximum of Normed Partial Sums
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Completion of a Dominated Ergodic Theorem

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