A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution
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Publication:5215362
DOI10.1080/07474946.2019.1686885zbMath1430.62182OpenAlexW3004263881MaRDI QIDQ5215362
Publication date: 10 February 2020
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2019.1686885
uniform integrabilityasymptotic efficiencybias correctionregretfirst-order propertiesminimum riskillustrationssecond-order propertieslinear costrisk efficiencyasymptotic risk efficiencyregret expansionoptimal fixed sample sizesquared error loss (SEL)weighted SEL
Sequential statistical design (62L05) Sequential statistical analysis (62L10) Sequential estimation (62L12)
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