Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions

DOI10.1007/s00184-011-0342-zzbMath1300.62057OpenAlexW2045555060MaRDI QIDQ453720

Eisa Mahmoudi

Publication date: 27 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-011-0342-z

zbMATH Keywords

linex loss functionA.P.O. ruleBayes sequential estimationnon-deficiencytransformed Chi-square distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Related Items (2)

Second order optimal approximation in a particular exponential family under asymmetric LINEX loss ⋮ Explicit solutions of the Bayes sequential estimation problem for a time-transformed exponential distribution

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Family of transformed chi-square distributions
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Sequential estimation of exponential lacation parameter using an asymmetric loss function
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule
• Sequential point estimation of normal mean under LINEX loss function.

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