Sequential estimation by accelerated stopping times in a two-parameter exponential family of distributions
| dc.contributor.author | Bose, Arup | |
| dc.contributor.author | Mukhpadhyay, Nitis | |
| dc.date.accessioned | 2013-06-17T06:53:01Z | |
| dc.date.available | 2013-06-17T06:53:01Z | |
| dc.date.issued | 1994 | |
| dc.identifier.citation | SAD, v 12, p 281-291 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/5441 | |
| dc.language.iso | en | en_US |
| dc.subject | Minimum risk point estimation | en_US |
| dc.subject | Weighted squared error loss | en_US |
| dc.subject | Accelerated stopping rule | en_US |
| dc.subject | Risk efficiency | en_US |
| dc.subject | Regret | en_US |
| dc.subject | Second-order asymptotic | en_US |
| dc.title | Sequential estimation by accelerated stopping times in a two-parameter exponential family of distributions | en_US |
| dc.type | Article | en_US |
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