Sequential estimation by accelerated stopping times in a two-parameters exponential family if distributions
| dc.contributor.author | Bose, Arup | |
| dc.contributor.author | Mukhopadhyay, Nitis | |
| dc.date.accessioned | 2013-10-24T10:23:03Z | |
| dc.date.available | 2013-10-24T10:23:03Z | |
| dc.date.issued | 1994 | |
| dc.identifier.citation | Statistics and Decisions, v 12, p 281-191 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10263/5643 | |
| 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 asypmtotics | en_US |
| dc.title | Sequential estimation by accelerated stopping times in a two-parameters exponential family if distributions | en_US |
| dc.type | Article | en_US |
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