Bose, Arup ; Mukhopadhyay, Nitis (1995) A note on accelerated sequential estimation of the mean of NEF-PVF distributions Annals of the Institute of Statistical Mathematics, 47 (1). pp. 99-104. ISSN 0020-3157
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Official URL: http://www.springerlink.com/content/k737644420887n...
Related URL: http://dx.doi.org/10.1007/BF00773414
Abstract
The minimum risk point estimation for the mean is addressed for a natural exponential family (NEF) that also has a power variance function (PVF) under a loss function given by the squared error plus linear cost. An appropriate accelerated version of the full purely sequential methodology of Bose and Boukai (1993b, submitted) is proposed along the lines of Mukhopadhyay (1993a, Tech. Report, No. 93-27, Department of Statistics, University of Connecticut) in order to achieve operational savings. The main result provides the asymptotic second-order expansion of the regret function associated with the accelerated sequential estimator of the population mean.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| Keywords: | Natural Exponential Family; Power Variance Function; Mean Estimation; Minimum Risk; Acceleration; Regret Expansion; Operational Savings |
| ID Code: | 5493 |
| Deposited On: | 19 Oct 2010 12:07 |
| Last Modified: | 19 Oct 2010 12:07 |
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