Asymptotic Non-Deficiency of Some Procedures for a Particular Exponential Family Under Relative LINEX Loss

DOI10.1080/07474946.2014.916928zbMath1319.62180OpenAlexW2009411941MaRDI QIDQ5495765

Leng-Cheng Hwang

Publication date: 7 August 2014

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

Full work available at URL: https://doi.org/10.1080/07474946.2014.916928

zbMATH Keywords

robustasymptotically pointwise optimalasymptotically optimaloptimal procedureasymptotically nondeficientdeterministic stopping rulerelative LINEX loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Related Items

Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution

Cites Work

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• A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Family of transformed chi-square distributions
• Use of asymmetric loss functions in sequential estimation problems for multiple linear regression
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
• Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation

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