The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution

DOI10.1080/03610929908832331MaRDI QIDQ4240732zbMATH OpenOpenAlexFDO

Authors Hisao Nagao

Publication date 29 June 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832331

zbMATH Keywords

covariance matrixstopping timesconjugate distributionoptimal stopping theoremrevesed martingale

Mathematics Subject Classification ID

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

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Cites work

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• Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population
• Bayesian sequential estimation
• Empirical bayes methods in sequential estimation
• On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure

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(2)

• A.P.O. Rules in hierarchical bayes regression models
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