Second-order approximations of a robust sequential procedure in Bayes sequential estimation

DOI10.1080/07474946.2020.1826785MaRDI QIDQ4965660zbMATHOpenAlexFDO

Authors Leng-Cheng Hwang

Publication date 9 March 2021

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2020.1826785

zbMATH Keywords

robustnessBayes sequential estimationasymptotically pointwise optimalasymptotically Bayesasymptotically nondeficient

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

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Cited in

(6)

• Second order efficiency in the sequential design of experiments
• A robust two-stage procedure in Bayes sequential estimation of a particular exponential family
• Second-order approximations to a class of sequential point estimation procedures
• Asymptotically optimal procedures in multivariate Bayesian sequential estimation
• Higher than second order approximations for sequential point estimation by a two-stage procedure
• Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

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