On Optimal Sequential Estimation Plans for Non-Quadratic Loss Functions

DOI10.1137/1123011zbMATH Open0453.62068OpenAlexW2091845392MaRDI QIDQ3900862FDOQ3900862

Authors: M. S. Tikhov 

Publication date: 1978

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1123011

zbMATH Keywords

efficiencyrisk minimizationnon- quadratic loss functionsoptimal sequential estimation

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cited In (2)

• Optimal sequential estimation procedures for the normal mean when the variance is known
• Sequential estimation of the location parameter of a uniform distribution based on censored samples of type II

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