Bayes sequential estimation for a particular exponential family of distributions under LINEX loss-Reference-Cited by-同舟云学术

Bayes sequential estimation for a particular exponential family of distributions under LINEX loss

Published:2010-01-21 Issue:2 Volume:74 Page:211-219
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Jokiel-Rokita Alicja

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00184-010-0298-4.pdf

Reference16 articles.

1. Arrow KJ, Blackwell D, Girshick MA (1949) Bayes and minimax solutions of sequential decision problems. Econometrica 17: 213–244

2. Barlow RE, Proschan F (1988) Life distributions models and incomplete data. In: Krishnaiah PR, Rao CR (eds) Handbook of statistics. Elsevier Science Publishiers BV, Amsterdam, pp 225–249

3. Bickel PJ, Yahav JA (1967) Asymptotically pointwise optimal procedures in sequential analysis. Proc Fifth Berkeley Symp Math Stat Probab 1: 401–413

4. Bickel PJ, Yahav JA (1968) Asymptotically optimal Bayes and minimax procedures in sequential estimation. Ann Math Stat 39: 442–456

5. Bickel PJ, Yahav JA (1969) On an A.P.O. rule in sequential estimation with quadratic loss. Ann Math Stat 40: 417–426

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1. Second-order approximations of a robust sequential procedure in Bayes sequential estimation;Sequential Analysis;2020-10-01

2. Second order optimal approximation in a particular exponential family under asymmetric LINEX loss;Statistics & Probability Letters;2018-06

3. Asymptotic Non-Deficiency of Some Procedures for a Particular Exponential Family Under Relative LINEX Loss;Sequential Analysis;2014-06-12

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