Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

DOI10.1016/J.SPL.2008.02.024zbMATH Open1146.62062OpenAlexW1970355305MaRDI QIDQ951206FDOQ951206

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

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Mathematics Subject Classification ID

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

Cites Work

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• ASYMPTOTICALLY POINTWISE OPTIMAL RULES IN THE POISSON PROCESS
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• Sequential estimation for branching processes with immigration
• An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
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• Sequential Bayes estimation of the difference between means
• Empirical Bayes sequential estimation fro exponential families: the untruncated component
• Asymptotic efficiency in sequential designs for estimation in the exponential family case
• Sequential Allocation and Optimal Stopping in Bayesian Simultaneous Estimation
• A. P. O. rules in hierarchical and empirical bayes models
• A.P.O. Rules in hierarchical bayes regression models
• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

Cited In (6)

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

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