A note on accelerated sequential estimation of the mean of NEF-PVF distributions

DOI10.1007/BF00773414zbMath0822.62066OpenAlexW2039332137MaRDI QIDQ1895438

Nitis Mukhopadhyay, Arup Bose

Publication date: 23 August 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00773414

zbMATH Keywords

meannatural exponential familypower variance functionmean estimationminimum riskregret functionminimum risk point estimationsquared error plus linear costregret expansionaccelerated sequential estimatorasymptotic second- order expansionoperational savings

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cites Work

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• Natural exponential families with quadratic variance functions: Statistical theory
• Second order approximation to the risk of a sequential procedure
• Reproducibility and natural exponential families with power variance functions
• Natural exponential families with quadratic variance functions
• Second order approximations for sequential point and interval estimation
• Sequential estimation of the mean of NEF-PVF distributions
• Sequential estimation results for a two-parameter exponential family of distributions
• Second order properties of accelerated stopping times with applications in sequential estimation
• Sequential estimation problems for negative exponential populations