A robust two-stage procedure for the Poisson process under the linear exponential loss function

DOI10.1016/j.spl.2020.108773zbMath1450.62096OpenAlexW3014290788WikidataQ115566829 ScholiaQ115566829MaRDI QIDQ2006718

Leng-Cheng Hwang

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108773

zbMATH Keywords

robustLINEX loss functionasymptotically pointwise optimalasymptotically optimaltwo-stage procedure

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Asymptotic optimality of a robust two-stage procedure in multivariate Bayes sequential estimation

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