Lower Bounds on the Minimax Risk of Sequential Estimators

DOI10.1080/02331889708802554zbMath0864.62055OpenAlexW2068094393MaRDI QIDQ4331856

Beata Mizera

Publication date: 12 February 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802554

zbMATH Keywords

loss functionminimax inequalitieslower boundscensored dataminimax risknormalized squared error lossexponential failure time model

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Reliability and life testing (62N05) Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Time sequential estimation of the exponential mean under random withdrawals
• On the minimax value in the scale model with truncated data
• Asymptotically optimal bayesian sequential point estimation with censored data
• Risk-efficient estimation of the mean exponential survival time under random censoring.
• Estimating a scale parameter under censorship

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