Sequential estimation of powers of a scale parameter from delayed observations

Agnieszka Stępień-Baran. "Sequential estimation of powers of a scale parameter from delayed observations." Applicationes Mathematicae 36.1 (2009): 13-28. <http://eudml.org/doc/280030>.

@article{AgnieszkaStępień2009,
abstract = {The problem of sequentially estimating powers of a scale parameter in a scale family and in a location-scale family is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a scale invariant loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.},
author = {Agnieszka Stępień-Baran},
journal = {Applicationes Mathematicae},
keywords = {scale parameter; invariant loss function; minimum risk equivariant estimator; risk function; optimal stopping time},
language = {eng},
number = {1},
pages = {13-28},
title = {Sequential estimation of powers of a scale parameter from delayed observations},
url = {http://eudml.org/doc/280030},
volume = {36},
year = {2009},
}

TY - JOUR
AU - Agnieszka Stępień-Baran
TI - Sequential estimation of powers of a scale parameter from delayed observations
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 1
SP - 13
EP - 28
AB - The problem of sequentially estimating powers of a scale parameter in a scale family and in a location-scale family is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a scale invariant loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.
LA - eng
KW - scale parameter; invariant loss function; minimum risk equivariant estimator; risk function; optimal stopping time
UR - http://eudml.org/doc/280030
ER -