A.P.O. rules are asymptotically non deficient for estimation with squared error loss

Author:

Woodroofe Michael

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference16 articles.

1. Alvo, M.: Bayesian sequential estimates. Ann. Statist. 5, 955?968 (1977)

2. Alvo, M., Cabilio, P.: On the sequential estimation of the probability of success. Austral. J. Statist., 21, 66?70 (1979)

3. Barndorff-Nielsen, O.: Information and Exponential Families in Statistical Theory. New York: Wiley 1978

4. Bickel, O., Yahav, J.: Asymptotically pointwise optimal procedures in sequential analysis. Proc. Fifth Berkeley Sympos. Math. Statist. Prob., 1, 401?413, University of California 1967

5. Bickel, P., Yahav, J.: Asymptotically optimal Bayes and minimax procedures in sequential estimation. Ann. Math. Statist., 39, 442?456 (1968)

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