Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics
DOI10.1080/07474946.2019.1686937zbMath1430.62181OpenAlexW3003483376MaRDI QIDQ5215361
Nitis Mukhopadhyay, Soumik Banerjee
Publication date: 10 February 2020
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2019.1686937
simulationssequentialregretfirst-order propertiesnonlinear renewal theoryminimum risksecond-order propertieslinear costrisk efficiencylinex loss
Sequential statistical design (62L05) Sequential statistical analysis (62L10) Sequential estimation (62L12)
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