Second order asymptotic optimality in sequential point estimation

DOI10.1016/0378-3758(89)90041-4zbMath0686.62059OpenAlexW2080703211MaRDI QIDQ1262666

Mohamed Tahir

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(89)90041-4

zbMATH Keywords

weighted squared error lossasymptotic local minimax regretmean of a one-parameter exponential familysecond order asymptotic optimality

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (2)

On the sequential point estimation of the mean of a gamma distribution ⋮ Sequential estimation of the mean of NEF-PVF distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Second order approximation to the risk of a sequential procedure
• Asymptotic local minimaxity in sequential point estimation
• Extended renewal theory and moment convergence in Anscombe's theorem
• An asymptotic lower bound for the local minimax regret in sequential point estimation
• Estimation Following Sequential Tests
• Moments of Randomly Stopped Sums

This page was built for publication: Second order asymptotic optimality in sequential point estimation