On asymptotically optimal sequential Bayes interval estimation procedures

DOI10.1214/aos/1176343542zbMath0339.62059OpenAlexW2001464652MaRDI QIDQ1231367

Leon Jay Gleser, Sudhakar Kunte

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1214/aos/1176343542

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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