Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions
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Publication:453720
DOI10.1007/s00184-011-0342-zzbMath1300.62057MaRDI QIDQ453720
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
linex loss function; A.P.O. rule; Bayes sequential estimation; non-deficiency; transformed Chi-square distributions
62F12: Asymptotic properties of parametric estimators
62C10: Bayesian problems; characterization of Bayes procedures
62L12: Sequential estimation
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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
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