Asymptotically bounded regret sequential estimation of the mean

DOI10.1080/07474948808836155zbMath0659.62099OpenAlexW1970544067MaRDI QIDQ3809081

Yoshikazu Takada

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07474948808836155

zbMATH Keywords

asymptotic efficiencyasymptotic consistencyreverse submartingalereverse martingaleasymptotically bounded regretsgiven constant riskmean of an unspecified distributionsequential ruletwo-stage rule

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (2)

Sequential point estimation for branching processes i, subcritical case ⋮ A robust two-stage procedure in Bayes sequential estimation of a particular exponential family

Cites Work

• The performance of a sequential procedure for the estimation of the mean
• Bounded regret of a sequential procedure for estimation of the mean
• A note on three-stage and sequential point estimation puocedures for a normal mean
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean

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