A.P.O. rules are asymptotically non deficient for estimation with squared error loss
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Publication:3906951
DOI10.1007/BF00542639zbMATH Open0457.62066MaRDI QIDQ3906951FDOQ3906951
Authors: Michael Woodroofe 
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
exponential familynatural conjugate priorsquared error lossBayesian sequential estimationoptional stopping theoremasymptotic non-deficiencyasymptotically pointwise optimal procedure
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Cited In (34)
- Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
- Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
- Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation
- A nearly optimal two stage procedure
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
- A robust two-stage procedure for the Poisson process under the linear exponential loss function
- Empirical bayes methods in sequential estimation
- Two-stage approach to Bayes sequential estimation in the exponential distribution
- Multistage estimation: optimal and asymptotically optimal policies
- Asymptotic efficiency in sequential designs for estimation
- Second order optimal approximation in a particular exponential family under asymmetric LINEX loss
- A robust two-stage procedure in Bayes sequential estimation of a particular exponential family
- 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
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation
- Nonparametric Sequential Bayes Estimation of the Distribution Function
- Asymptotically optimal bayesian sequential point estimation with censored data
- Asymptotic efficiency in sequential designs for estimation in the exponential family case
- ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
- Asymptotic non-deficiency of some procedures for a particular exponential family under relative LINEX loss
- A. P. O. rules in hierarchical and empirical bayes models
- Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
- A.P.O. Rules in hierarchical bayes regression models
- Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
- Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
- A bayesian approach to sequential estimation without using the
- BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
- Bayes sequential estimation for a Poisson process under a LINEX loss function
- A simulation study of stopping times in bayesian sequential multiparameter estimation
- Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss
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