The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure

DOI10.1080/07474949508836331zbMath0838.62068OpenAlexW2032113970MaRDI QIDQ4865161

Masafumi Akahira

Publication date: 6 June 1996

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

Full work available at URL: https://doi.org/10.1080/07474949508836331

zbMATH Keywords

stopping rulesecond order asymptotic efficiencyBhattacharyya type bounddiscretized likelihood estimation procedure

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (1)

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

Cites Work

• Discretized likelihood methods. Asymptotic properties of discretized likelihood estimators (DLE's)
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Asymptotic theory of sequential estimation: Differential geometrical approach
• Third order asymptotic efficiency of the sequential maximum 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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