Asymptotic optimality of certain sequential estimators

DOI10.1214/AOS/1176344786zbMath0413.62065OpenAlexW2018157723MaRDI QIDQ598755

Sumit K. Garg

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344786

zbMATH Keywords

super-efficiencyasymptotic optimalitysequential estimatorsminimum riskone parameter exponential familysequence of Bayes proceduressequential stopping rulesstrictly negative regretuniformly bounded regret

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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