Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

DOI10.1016/J.SPL.2008.02.024MaRDI QIDQ951206zbMATH OpenOpenAlexFDO

Authors Leng-Cheng Hwang, Rohana J. Karunamuni

Publication date 30 October 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.02.024

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
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• Sequential Bayes estimation of the difference between means
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Cited in

(6)

• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation
• Asymptotically pointwise optimal allocation rules for continuous-time processes in Bayes sequential estimation
• Optimal Alpha Spending for Sequential Analysis with Binomial Data
• A robust two-stage procedure in Bayes sequential estimation of a particular exponential family
• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference
• Asymptotic optimality of myopic information-based strategies for Bayesian adaptive estimation

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