An accelerated bias-corrected sequential estimation for the mean of NEF-PVF distributions

DOI10.1080/07474949608836350zbMath0844.62072OpenAlexW2031724877MaRDI QIDQ4881068

Jyotirmoy Sarkar, Benzion Boukai

Publication date: 23 June 1996

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

Full work available at URL: https://doi.org/10.1080/07474949608836350

zbMATH Keywords

bias reductionstopping timenatural exponential familyaccelerated sequential procedurepower variance functionsampling costregret expansionbias-corrected estimatorsregret reductionweighted squared estimation error

Mathematics Subject Classification ID

Sequential estimation (62L12)

Cites Work

• Reproducibility and natural exponential families with power variance functions
• Sequential confidence intervals with fixed-proportional accuracy for the mean of NEF-PVF distributions
• Characterizations of natural exponential families with power variance functions by zero regression properties
• Bias corrected sequential estimation for the mean of nef-pvf distributions

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