On an A.P.O. Rule in Sequential Estimation with Quadratic Loss

DOI10.1214/AOMS/1177697706MaRDI QIDQ5563804zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

statistics

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 frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A. P. O. rules in hierarchical and empirical bayes models
• A.P.O. Rules in hierarchical bayes regression models
• Some contributions to the asymptotic theory of Bayes solutions
• Nonparametric Sequential Bayes Estimation of the Distribution Function
• Bayes sequential estimation for a particular exponential family of distributions under LINEX loss

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