Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

DOI10.1007/S00362-007-0092-1zbMath1312.62100OpenAlexW2075815436MaRDI QIDQ841005

Jeng-Fu Liu, Leng-Cheng Hwang

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0092-1

zbMATH Keywords

empirical Bayesasymptotically Bayestwo-stage procedureBayes sequential estimationoptimal sequential procedure

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12)

Cites Work

• Two-stage approach to Bayes sequential estimation in the exponential distribution
• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• The performance of a sequential procedure for the estimation of the mean
• A Bayesian approach to a problem in sequential estimation
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Bayesian sequential estimation
• Empirical bayes methods in sequential estimation
• Sequential point estimation of the mean when the distribution is unspecified
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Empirical bayes approach to bayes sequential estimation: the poisson and bernoulli cases
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• ESTIMATION BY DOUBLE SAMPLING
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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