Bounded regret of a sequential procedure for estimation of the mean

DOI10.1214/AOS/1176345880zbMath0493.62071OpenAlexW1973619955MaRDI QIDQ1168676

Adam T. Martinsek, Yuan-Shih Chow

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345880

zbMATH Keywords

uniform integrabilityestimation of meanbounded regretminimum risk estimationstopped martingalesWald equations

Mathematics Subject Classification ID

Point estimation (62F10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (25)

Risk-Efficient Sequential Estimation of the Number of Multinomial Cells ⋮ Risk-efficient nonparametric sequential estimators ⋮ Sequential estimation of the mean of NEF-PVF distributions ⋮ Esquentian of the mean by three stage procedure ⋮ sequential estimation of the mean of a linear process ⋮ Second order sequential estimation of the mean exponential survival time under random censoring ⋮ Triple stage point estimation for the exponential location parameter ⋮ \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression ⋮ Sequential estimation of the mean of a first-order autoregressive process ⋮ On uniform integrability and asymptotically risk-efficient sequential estimation ⋮ Sequential estimation of ratio of normal parameters ⋮ Asymptotically bounded regret sequential estimation of the mean ⋮ Sequential estimation of the autoregressive parameter in a first order autoregressive process ⋮ Counting process approach to time sequential and sequential point estimation with censored data ⋮ Editor's Special Invited Paper: Sequential Estimation for Time Series Models ⋮ Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations ⋮ Approximations to expected stopping times with applications to sequential estimation ⋮ Sequential estimation of the mean exponential survival time under random censoring ⋮ Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model ⋮ Second-order approximations of a robust sequential procedure in Bayes sequential estimation ⋮ Sequential point estimation based on U-statistics ⋮ Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies ⋮ sequestial estimation of a tail probabality of an unknown distribution ⋮ THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION

This page was built for publication: Bounded regret of a sequential procedure for estimation of the mean