Asymptotic efficiency in sequential designs for estimation

DOI10.1080/07474948908836181zbMath0675.62050OpenAlexW1999155766MaRDI QIDQ3830371

Kamel Rekab

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/07474948908836181

zbMATH Keywords

uniform integrabilityBayes risksubmartingalesasymptotic lower boundfirst order efficient

Mathematics Subject Classification ID

General nonlinear regression (62J02) Sequential statistical design (62L05)

Related Items (7)

An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure ⋮ Bayesian estimation of the difference between two mean times to failure ⋮ Bayesian estimation of the product of two proportions ⋮ Asymptotic efficiency in sequential designs for estimation in the exponential family case ⋮ Bayesian sequential estimation of the reliability of a parallel-series system ⋮ Asymptotically pointwise optimal allocation rules in Bayes sequential estimation ⋮ A nearly optimal two stage procedure

Cites Work

• Asymptotic inference from sequential design in a nonlinear situation
• Asymptotic efficiency of a seqrential allocation rule
• A sequentially constructed design for estimating a nonlinear parametric function
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss

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