Pages that link to "Item:Q1233710"
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The following pages link to Multivariate sequential point estimation (Q1233710):
Displayed 25 items.
- Sequential simultaneous estimation of the mean and variance: The rate of convergence (Q1084819) (← links)
- Optimal sequential estimation procedures for the normal mean when the variance is known (Q1166877) (← links)
- Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector (Q1731231) (← links)
- On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality (Q2221228) (← links)
- Sequential estimation of a linear function of mean vectors (Q3031800) (← links)
- Second order properties of accelerated stopping times with applications in sequential estimation (Q3361759) (← links)
- A note on three-stage and sequential point estimation puocedures for a normal mean (Q3698113) (← links)
- Sequential shrinkage estimation of independent normal means with unkown variances (Q3738423) (← links)
- Three-Stage point Estimation Procedures For a Normal Mean (Q3759756) (← links)
- Sequential shrinkage estimation of the difference between two multivariate normal means (Q3771446) (← links)
- Sequential estimation of the difference of means of two negative exponential populations (Q3795101) (← links)
- Sequential point estimation of the mean when the distribution is unspecified (Q3891626) (← links)
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation (Q4342155) (← links)
- A bayesian approach to sequential estimation without using the (Q4368896) (← links)
- Asymptotically optimal procedures in multivariate Bayesian sequential estimation (Q4603856) (← links)
- A. P. O. rules in hierarchical and empirical bayes models (Q4730636) (← links)
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation (Q4965660) (← links)
- 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 (Q5012702) (← links)
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis (Q5043684) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169474) (← links)
- Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics (Q5215361) (← links)
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution (Q5215362) (← links)
- Replicated piecewise stopping numbers and sequential analysis (Q5286687) (← links)
- Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation (Q5883821) (← links)
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary (Q6176223) (← links)