An asymptotic lower bound for the local minimax regret in sequential point estimation (Q1823592)
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scientific article; zbMATH DE number 4115773
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic lower bound for the local minimax regret in sequential point estimation |
scientific article; zbMATH DE number 4115773 |
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An asymptotic lower bound for the local minimax regret in sequential point estimation (English)
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1989
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Bayes risk
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martingale convergence theorem
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one-parameter exponential family
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asymptotic lower bound
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local minimax regret
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general smooth loss function
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general class of estimators
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Bayes regret
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prior distribution
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