scientific article; zbMATH DE number 775840
From MaRDI portal
Publication:4839954
zbMath0820.62019MaRDI QIDQ4839954
Publication date: 18 July 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
martingale convergence theoremlikelihood functionstopping timesmarginal distributionStein's identitysequential confidence intervalsasymptotic expansions for posterior distributionsdata dependent transformationexact normality
Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Sequential estimation (62L12)
Related Items
Asymptotic normality with small relative errors of posterior probabilities of half-spaces ⋮ Optimal designs for experiments with a large number of factors ⋮ Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions ⋮ Approximate confidence intervals after a sequential clinical trial comparing two exponential survival curves with censoring ⋮ Asymptotic expansions for randomly censored survival data ⋮ Expansions for multivariate densities ⋮ Asymptotic normality of posterior distributions for generalized linear mixed models ⋮ On the validity of the formal Edgeworth expansion for posterior densities ⋮ Asymptotically optimal adaptive designs in factorial experiments ⋮ Asymptotic posterior normality for multiparameter problems ⋮ Corrected confidence intervals for adaptive nonlinear regression models ⋮ Approximate confidence sets for a stationary \(AR(p)\) process
