Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics
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Publication:5012702
DOI10.1080/07474946.2021.1940496zbMath1479.62063OpenAlexW3201798576MaRDI QIDQ5012702
Soumik Banerjee, Nitis Mukhopadhyay
Publication date: 25 November 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2021.1940496
simulationsregretfirst-order propertiesnonlinear renewal theoryminimum riskpurely sequential samplingsecond-order propertiesrisk efficiencynonlinear costaccelerated sequential samplingthree-stage samplingpower error absolute loss
Sequential statistical design (62L05) Sequential statistical analysis (62L10) Sequential estimation (62L12)
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