Three-stage and accelerated sequential point estimation of the normal mean using LINEX loss function

DOI10.1080/02331880500484820zbMath1098.62106OpenAlexW2092146784MaRDI QIDQ3408999

Saibal Chattopadhyay, Raghu Nandan Sengupta

Publication date: 7 November 2006

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880500484820

zbMATH Keywords

tablesasymptotic expansions of risk functions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sequential estimation (62L12)

Related Items (9)

Some variants of adaptive sampling procedures and their applications ⋮ Bayes Sequential Estimation for One-Parameter Exponential Family Under Asymmetric LINEX Loss Function ⋮ Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling ⋮ Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics ⋮ Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data ⋮ Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data ⋮ Bayes sequential estimation for a Poisson process under a LINEX loss function ⋮ Optimal, nearly optimal and robust procedures for the exponential distribution with relative linear exponential loss

Cites Work

• Asymptotic theory of triple sampling for sequential estimation of a mean
• Second order approximations for sequential point and interval estimation
• Second order properties of accelerated stopping times with applications in sequential estimation
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
• Sequential estimation of exponential lacation parameter using an asymmetric loss function
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule

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