Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions

DOI10.1007/S00184-011-0342-ZMaRDI QIDQ453720zbMATH OpenOpenAlexFDO

Authors Eisa Mahmoudi

Publication date 27 September 2012

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-011-0342-z

zbMATH Keywords

A.P.O. ruleBayes sequential estimationlinex loss functionnon-deficiencytransformed Chi-square distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

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Cites work

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• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
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• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
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Cited in

(3)

• Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution
• Second order optimal approximation in a particular exponential family under asymmetric LINEX loss
• scientific article; zbMATH DE number 3945174 (Why is no real title available?)

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