Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: first-order and second-order asymptotics

DOI10.1080/07474946.2021.1940496zbMATH Open1479.62063OpenAlexW3201798576MaRDI QIDQ5012702FDOQ5012702

Authors: Soumik Banerjee, Nitis Mukhopadhyay 

Publication date: 25 November 2021

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2021.1940496

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• scientific article; zbMATH DE number 2066270

zbMATH Keywords

simulationsregretfirst-order propertiesnonlinear renewal theoryminimum riskpurely sequential samplingsecond-order propertiesrisk efficiencynonlinear costaccelerated sequential samplingthree-stage samplingpower error absolute loss

Mathematics Subject Classification ID

Sequential statistical design (62L05) Sequential statistical analysis (62L10) Sequential estimation (62L12)

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Cited In (7)

• Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
• Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
• A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: applications to air quality data
• A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
• Estimating a function of the scale parameter in a gamma distribution with bounded variance
• Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
• Purely sequential minimum risk point estimation (MRPE) for a survival function in an exponential distribution: illustration with remission times for bladder cancer patients

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