Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss
From MaRDI portal
Publication:4346001
DOI10.1080/07474949708836379zbMath0928.62064MaRDI QIDQ4346001
Publication date: 11 January 2000
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949708836379
martingale; stopping rule; multivariate normal distribution; conjugate distribution; A.P.O. rules; general exponential distribution; multinomial distribution case; optional theorem
Related Items
Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population, Nonparametric Sequential Bayes Estimation of the Distribution Function, A simulation study of stopping times in bayesian sequential multiparameter estimation, The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution, Nondifferentiable errors in beta-compliance integrated logistic models
Cites Work
- Unnamed Item
- Unnamed Item
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- A. P. O. rules in hierarchical and empirical bayes models
- On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
- Some contributions to the asymptotic theory of Bayes solutions
- Bayes and Minimax Solutions of Sequential Decision Problems
