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

zbMATH Keywords

simulationssequentialregretfirst-order propertiesnonlinear renewal theoryminimum risksecond-order propertieslinear costrisk efficiencylinex loss

Mathematics Subject Classification ID

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

Related Items (3)

A general theory of three-stage estimation strategy with second-order asymptotics and its applications ⋮ 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 ⋮ On a class of purely sequential procedures with applications to estimation and ranking and selection problems

Uses Software

• R

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