Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

DOI10.1007/S00362-007-0092-1zbMATH Open1312.62100OpenAlexW2075815436MaRDI QIDQ841005FDOQ841005

Authors: Leng-Cheng Hwang, Jeng-Fu Liu 

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0092-1

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zbMATH Keywords

empirical Bayestwo-stage procedureBayes sequential estimationasymptotically Bayesoptimal sequential procedure

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12)

Cites Work

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• Sequential point estimation of the mean when the distribution is unspecified
• ESTIMATION BY DOUBLE SAMPLING
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• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Empirical bayes methods in sequential estimation
• Two-stage approach to Bayes sequential estimation in the exponential distribution
• A Bayesian approach to a problem in sequential estimation
• Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases

Cited In (10)

• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
• An asymptotic minimax derermination of the initial sample size in a two-stage sequential procedure
• Two-stage and fully sequential determination of estimator as well as sample size
• Two-stage approach to Bayes sequential estimation in the exponential distribution
• A class of Bayes-optimal two-stage screens
• Asymptotically bounded regret sequential estimation of the mean
• Multistage estimation: optimal and asymptotically optimal policies
• Asymptotically optimal procedures in multivariate Bayesian sequential estimation
• Second-order approximations of a robust sequential procedure in Bayes sequential estimation
• A note on two-stage point estimation in bernoulitrials

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