Second order properties of accelerated stopping times with applications in sequential estimation

DOI10.1080/07474949108836228zbMath0734.62085OpenAlexW2058113613MaRDI QIDQ3361759

Nitis Mukhopadhyay, Tumulesh K. S. Solanky

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/07474949108836228

zbMATH Keywords

Monte Carlo methodsarithmetic meansecond-order expansionspurely sequentialsecond-order propertiesmoments of stopping variablesfixed-size confidence regionsmoderate sample size performancesaccelerated stopping timefinite moments of each orderminimum risk point estimatorsreducing sample operationsthree-stage stopping rules

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites Work

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