On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
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Publication:5563804
DOI10.1214/AOMS/1177697706zbMATH Open0175.17004OpenAlexW1968921391MaRDI QIDQ5563804FDOQ5563804
Authors: P. J. Bickel, Joseph A. Yahav 
Publication date: 1969
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697706
Cited In (9)
- Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
- Empirical Bayes sequential estimation fro exponential families: the untruncated component
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- Bayes sequential estimation for a particular exponential family of distributions under LINEX loss
- Nonparametric Sequential Bayes Estimation of the Distribution Function
- Some contributions to the asymptotic theory of Bayes solutions
- A. P. O. rules in hierarchical and empirical bayes models
- A.P.O. Rules in hierarchical bayes regression models
- A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
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