Asymptotic efficiency in sequential designs for estimation in the exponential family case

DOI10.1080/07474949008836212zbMath0708.62069OpenAlexW2061861412MaRDI QIDQ3490799

Kamel Rekab

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/07474949008836212

zbMATH Keywords

efficiencyuniform integrabilityexponential familylower bound for the Bayes riskSimulation studiesdifference between the means

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Sequential statistical design (62L05)

Related Items (4)

An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure ⋮ Bayesian estimation of the product of two proportions ⋮ Modified shrinkage estimates in the exponential family case ⋮ Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

Cites Work

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• Sequential Bayes estimation of the difference between means
• Conjugate priors for exponential families
• Asymptotic efficiency in sequential designs for estimation
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Bayesian estimation of the difference between two proportions
• A Sequential Analogue of the Behrens-Fisher Problem

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