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

DOI10.1080/07474949508836331zbMATH Open0838.62068OpenAlexW2032113970MaRDI QIDQ4865161FDOQ4865161

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

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• Second order asymptotic comparison of the discretized likelihood estimator with asymptotically efficient estimators in the double exponential case
• THE BHATTACHARYYA TYPE BOUND FOR THE VARIANCE OF SEQUENTIAL ESTIMATION PROCEDURES
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zbMATH Keywords

stopping rulesecond order asymptotic efficiencyBhattacharyya type bounddiscretized likelihood estimation procedure

Mathematics Subject Classification ID

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

Cites Work

• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Title not available (Why is that?)
• Asymptotic theory of sequential estimation: Differential geometrical approach
• Discretized likelihood methods. Asymptotic properties of discretized likelihood estimators (DLE's)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)

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
• Title not available (Why is that?)

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