THE BHATTACHARYYA TYPE BOUND FOR THE VARIANCE OF SEQUENTIAL ESTIMATION PROCEDURES

DOI10.14490/JJSS1995.27.65zbMATH Open0892.62062OpenAlexW2076910125MaRDI QIDQ4354741FDOQ4354741

Authors: Ken-Ichi Koike 

Publication date: 17 September 1997

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.27.65

Recommendations

• The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure
• Bhattacharyya bound of variances of unbiased estimators in nonregular cases
• A note on sequential estimation of the normal variance
• Sequential simultaneous estimation of the mean and variance: The rate of convergence
• Limiting experiments and asymptotic bounds on the performance of sequence of estimators
• Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes

zbMATH Keywords

efficiencycompletenessBernoulli trialsunbiased estimationBhattacharyya type boundWolfowitz type bound

Mathematics Subject Classification ID

Sequential estimation (62L12) Sufficient statistics and fields (62B05)

Cited In (4)

• Some sequences of improvement over Lindley type estimator
• On the attainment of the cramer-rao bound in the sequential case
• The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure
• Bhattacharyya bound of variances of unbiased estimators in nonregular cases

This page was built for publication: THE BHATTACHARYYA TYPE BOUND FOR THE VARIANCE OF SEQUENTIAL ESTIMATION PROCEDURES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354741)