Add to ORKGAbstract. Information inequalities for the minimax risk of sequential es-timators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected pro-portion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential type random variables. 1. Introduction. Let X1,X2,.
Sequential M- and L-estimators of location minimizing the risk asymptotically as the cost of one obs...
This thesis will consider two problems in sequential analysis. A new two-stage sampling methodology ...
This thesis will consider two problems in sequential analysis. A new two-stage sampling methodology ...
Information inequalities for the minimax risk of sequential estimators are derived in the case where...
This paper compares three methods for producing lower bounds on the minimax risk under quadratic los...
This paper compares three methods for producing lower bounds on the minimax risk under quadratic los...
This paper compares three methods for producing lower bounds on the minimax risk under quadratic los...
This paper presents lower bounds for the minimax risk under quadraticloss, derived from information ...
In this paper we present a direct and simple approach to obtain bounds on the asymptotic minimax ris...
Four related problems are considered in this thesis. The first problem consists of determining an op...
Four related problems are considered in this thesis. The first problem consists of determining an op...
The problem of finding minimax sequential estimation procedures for stochastic processes is consider...
In estimating the size of a finite population under a sequential sampling scheme where the stopping ...
Abstract—Lower bounds involving -divergences between the underlying probability measures are proved ...
It is of basic interest to assess the quality of the decisions of a statistician, based on the outco...
Sequential M- and L-estimators of location minimizing the risk asymptotically as the cost of one obs...
This thesis will consider two problems in sequential analysis. A new two-stage sampling methodology ...
This thesis will consider two problems in sequential analysis. A new two-stage sampling methodology ...
Information inequalities for the minimax risk of sequential estimators are derived in the case where...
This paper compares three methods for producing lower bounds on the minimax risk under quadratic los...
This paper compares three methods for producing lower bounds on the minimax risk under quadratic los...
This paper compares three methods for producing lower bounds on the minimax risk under quadratic los...
This paper presents lower bounds for the minimax risk under quadraticloss, derived from information ...
In this paper we present a direct and simple approach to obtain bounds on the asymptotic minimax ris...
Four related problems are considered in this thesis. The first problem consists of determining an op...
Four related problems are considered in this thesis. The first problem consists of determining an op...
The problem of finding minimax sequential estimation procedures for stochastic processes is consider...
In estimating the size of a finite population under a sequential sampling scheme where the stopping ...
Abstract—Lower bounds involving -divergences between the underlying probability measures are proved ...
It is of basic interest to assess the quality of the decisions of a statistician, based on the outco...
Sequential M- and L-estimators of location minimizing the risk asymptotically as the cost of one obs...
This thesis will consider two problems in sequential analysis. A new two-stage sampling methodology ...
This thesis will consider two problems in sequential analysis. A new two-stage sampling methodology ...