Sequential estimation of the mean of an exponential family in three stages

DOI10.1016/0378-3758(92)00148-WzbMath0797.62069MaRDI QIDQ1329681

Mohamed Tahir

Publication date: 24 October 1994

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

zbMATH Keywords

meanexponential familyregretfixed costweighted squared error lossasymptotic local minimax regretsecond order asymptotic optimalitythree-stage sequential procedure

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (1)

A two–stage sequential allocation scheme for estimating the product of several means

Cites Work

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• Asymptotic local minimaxity in sequential point estimation
• Asymptotic theory of triple sampling for sequential estimation of a mean
• An asymptotic lower bound for the local minimax regret in sequential point estimation
• Multistage estimation: optimal and asymptotically optimal policies
• Estimation Following Sequential Tests

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