Optimum statistical inference from randomly stopped random processes
type: Item
instance of: scholarly article
title: Optimum statistical inference from randomly stopped random processes
zbMATH Open document ID: 0812.62085
DOI: 10.1016/0378-3758(94)90208-9
author: S. R. Adke
published in: Journal of Statistical Planning and Inference
publication date: 1995-05-15T00:00:00Z
review text: The author demonstrates that it is possible to adopt optimal procedures of statistical inference, like uniformly minimum variance unbiased estimation, uniformly most powerful and uniformly most powerful unbiased test procedures, and Wald-type sequential probability ratio tests, for random processes belonging to some exponential families by employing random stopping times. The stopping times in question are those ones for which the corresponding exponential families are noncurved exponential families. Reviewer's remark: Such problems have been treated in an earlier paper of the reviewer [Contemp. Math. 80, 323-330 (1988; Zbl 0672.62084)]. The present paper substantially overlaps this paper.
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 605314
zbMATH Keywords: random stopping times
zbMATH Keywords: noncurved exponential families
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)90208-9
OpenAlex ID: W1993434970
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description: scientific article; zbMATH DE number 605314