A simulation study of stopping times in bayesian sequential multiparameter estimation

DOI10.1080/07474949808836410zbMath0913.62077OpenAlexW2007443005MaRDI QIDQ4225632

Thomas C. Chenier, Robert M. Hoekstra

Publication date: 9 March 1999

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

Full work available at URL: https://doi.org/10.1080/07474949808836410

zbMATH Keywords

hierarchical Bayessmall sample behaviorsequential regressionmultiparameter estimationasymptotic non-deficiencyasymptotic pointwise optimality

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss
• A. P. O. rules in hierarchical and empirical bayes models
• A.P.O. Rules in hierarchical bayes regression models

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