Bayes sequential estimation for a particular exponential family of distributions under LINEX loss

DOI10.1007/s00184-010-0298-4zbMath1230.62104OpenAlexW2150066919MaRDI QIDQ641764

Alicja Jokiel-Rokita

Publication date: 25 October 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-010-0298-4

zbMATH Keywords

AO ruleAPO ruletransformed chi-square family of distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Related Items

Second order optimal approximation in a particular exponential family under asymmetric LINEX loss ⋮ A robust two-stage procedure in Bayes sequential estimation of a particular exponential family ⋮ Second-order approximations of a robust sequential procedure in Bayes sequential estimation ⋮ Asymptotic Non-Deficiency of Some Procedures for a Particular Exponential Family Under Relative LINEX Loss

Cites Work

• An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
• BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION
• Family of transformed chi-square distributions
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• A note on umvu estimation in the transformed chi-square family
• Umvu estimation for certain family of exponential distributions
• Some contributions to the asymptotic theory of Bayes solutions
• On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Asymptotically Optimum Sequential Inference and Design
• Bayes and Minimax Solutions of Sequential Decision Problems
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