Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
From MaRDI portal
Publication:5953738
DOI10.1007/s001840050005zbMath0990.62070OpenAlexW2067058290MaRDI QIDQ5953738
Publication date: 29 January 2002
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001840050005
Admissibility in statistical decision theory (62C15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)
Related Items
Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function, Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions, Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function, BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION, Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem, Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics, Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data, Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function, Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function, On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss, Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: Real data illustrations from cancer studies and reliability analysis, Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data, Three-stage and accelerated sequential point estimation of the normal mean using LINEX loss function, 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, Bayes sequential estimation for a Poisson process under a LINEX loss function, Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss