The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure

DOI10.1080/07474949508836331MaRDI QIDQ4865161zbMATH OpenOpenAlexFDO

Authors Masafumi Akahira

Publication date 6 June 1996

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949508836331

zbMATH Keywords

stopping rulesecond order asymptotic efficiencyBhattacharyya type bounddiscretized likelihood estimation procedure

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

• scientific article; zbMATH DE number 4032801 (Why is no real title available?)
• scientific article; zbMATH DE number 19716 (Why is no real title available?)
• scientific article; zbMATH DE number 1199778 (Why is no real title available?)
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Asymptotic theory of sequential estimation: Differential geometrical approach
• Discretized likelihood methods. Asymptotic properties of discretized likelihood estimators (DLE's)
• Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters
• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure

Cited in

(6)

• Second order asymptotic comparison of the discretized likelihood estimator with asymptotically efficient estimators in the double exponential case
• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
• Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters
• An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment
• THE BHATTACHARYYA TYPE BOUND FOR THE VARIANCE OF SEQUENTIAL ESTIMATION PROCEDURES
• scientific article; zbMATH DE number 926582 (Why is no real title available?)

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