An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment

DOI10.1080/07474949708836372zbMath0879.62070OpenAlexW2079327943MaRDI QIDQ4351752

Masafumi Akahira

Publication date: 28 January 1998

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

Full work available at URL: https://doi.org/10.1080/07474949708836372

zbMATH Keywords

stopping rulenuisance parametermaximum likelihood estimation procedureBhattacharyya type boundlinearly combined parameter

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (1)

Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions

Cites Work

• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
• The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure
• Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters

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