Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss

DOI10.1080/07474949708836379zbMath0928.62064OpenAlexW2019564243MaRDI QIDQ4346001

Hisao Nagao

Publication date: 11 January 2000

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

Full work available at URL: https://doi.org/10.1080/07474949708836379

zbMATH Keywords

martingalestopping rulemultivariate normal distributionconjugate distributionA.P.O. rulesgeneral exponential distributionmultinomial distribution caseoptional theorem

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cites Work

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• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A. P. O. rules in hierarchical and empirical bayes models
• On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
• Some contributions to the asymptotic theory of Bayes solutions
• Bayes and Minimax Solutions of Sequential Decision Problems

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