Fixed width interval estimation for the reciprocal drift of Brownian motion
type: Item
instance of: scholarly article
title: Fixed width interval estimation for the reciprocal drift of Brownian motion
zbMATH Open document ID: 0766.62052
DOI: 10.1016/0378-3758(92)90102-X
author: Robert W. Keener
author: Michael Woodroofe
published in: Journal of Statistical Planning and Inference
publication date: 1992-09-27T00:00:00Z
review text: First entrance times are designed to center interval estimates for the reciprocal drift of Brownian motion. The performance of the procedure is studied in terms of convergence of the coverage probability and of risk with respect to suitable loss functions.
reviewed by: Annibal Parracho Sant'Anna
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62L15
zbMATH DE Number: 63550
zbMATH Keywords: Stein's identity
zbMATH Keywords: first entrance times
zbMATH Keywords: interval estimates
zbMATH Keywords: reciprocal drift of Brownian motion
zbMATH Keywords: convergence of the coverage probability
zbMATH Keywords: risk
zbMATH Keywords: loss functions
MaRDI profile type: Publication
cites work: Q4076577
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cites work: Q4000424
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description: scientific article; zbMATH DE number 63550