Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population

DOI10.1080/07474949708836394zbMath0897.62092MaRDI QIDQ4368899

Hisao Nagao

Publication date: 19 October 1998

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

Full work available at URL: https://doi.org/10.1080/07474949708836394

zbMATH Keywords

covariance matrix; stopping rule; optional stopping theorem; asymptotically pointwise optimal; martingale convergence theorem; multivariate normal distribution; A.P.O. rule; intraclass correlation structure; conjugate distribution; Bayes stopping times

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62L12: Sequential estimation

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The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution, Nondifferentiable errors in beta-compliance integrated logistic models

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