Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions

DOI10.1080/07474940701620832zbMath1124.62054OpenAlexW1969365915MaRDI QIDQ5431472

Ken-Ichi Koike

Publication date: 10 December 2007

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

Full work available at URL: https://tsukuba.repo.nii.ac.jp?action=repository_uri&item_id=24760

zbMATH Keywords

extreme valuenon-regular case

Mathematics Subject Classification ID

Point estimation (62F10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (3)

A general theory of three-stage estimation strategy with second-order asymptotics and its applications ⋮ Asymptotic results in partially non-regular log-exponential distributions ⋮ Sequential Estimation Procedures for End Points of Support in a Non-Regular Distribution

Cites Work

• Unnamed Item
• Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
• The performance of a sequential procedure for the estimation of the mean
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Bounded regret of a sequential procedure for estimation of the mean
• Non-regular statistical estimation
• Sequential Interval Estimation of a Location Parameter with Fixed Width in the Nonregular Case∗
• Sequential and two-stage point estimation for the range in a power family distribution
• On uniform integrability and asymptotically risk-efficient sequential estimation
• The Information Inequality in Sequential Estimation for the Uniform Case
• Moment Inequalities for the Maximum Cumulative Sum

This page was built for publication: Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions