On a Class of Asymptotically Risk-Efficient Sequential Procedures

DOI10.1080/03461238.1991.10557361zbMath0753.62048OpenAlexW2314764621MaRDI QIDQ4012747

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Publication date: 27 September 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1991.10557361

zbMATH Keywords

cost functionexamplesloss functionsmultivariate meanasymptotic risk- efficiency

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (7)

Sequential estimation of an inverse Gaussian mean with known coefficient of variation ⋮ On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution ⋮ Multi-stage point estimation of the mean of an inverse Gaussian distribution ⋮ Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution ⋮ Second-Order Approximations to Two Classes of Sequential Estimation Procedures ⋮ 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 ⋮ On a class of purely sequential procedures with applications to estimation and ranking and selection problems

Cites Work

• On sequential point estimation of the mean of a normal distribution
• Sequential point estimation of regression parameters in a linear model
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Sequential estimation of the scale parameter of the pareto distribution

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