BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION

DOI10.1081/SQA-100102646zbMath0974.62062OpenAlexW2045310833MaRDI QIDQ2747093

Yoshikazu Takada

Publication date: 16 December 2001

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-100102646

zbMATH Keywords

Poisson distributionLINEX loss functionA.P.O. ruleBayes sequential estimationnon-deficiency

Mathematics Subject Classification ID

Bayesian inference (62F15) Sequential estimation (62L12)

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Cites Work

• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.

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