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

DOI10.1080/03610929908832331zbMATH Open0943.62082OpenAlexW2023314295MaRDI QIDQ4240732FDOQ4240732

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

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• scientific article; zbMATH DE number 4111810

zbMATH Keywords

covariance matrixstopping timesconjugate distributionoptimal stopping theoremrevesed martingale

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (2)

• Title not available (Why is that?)
• A.P.O. Rules in hierarchical bayes regression models

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