On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution
type: Item
instance of: scholarly article
title: On the asymptotic regret of a sequential procedure for estimating the mean of a normal distribution
zbMATH Open document ID: 0839.62076
DOI: 10.1016/0378-3758(95)00011-W
author: Mohamed Tahir
published in: Journal of Statistical Planning and Inference
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 62L12
zbMATH DE Number: 844196
zbMATH Keywords: Anscombe's theorem
zbMATH Keywords: uniform integrability
zbMATH Keywords: mean
zbMATH Keywords: normal distribution
zbMATH Keywords: stopping time
zbMATH Keywords: bias-reduction
zbMATH Keywords: regret
MaRDI profile type: Publication
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cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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cites work: On the Convergence of Moments in the Central Limit Theorem
cites work: Second order approximations for sequential point and interval estimation
cites work: Q3948486
full work available at URL: 0378-3758(95)00011-w
OpenAlex ID: W2085376056
description: scientific article; zbMATH DE number 844196