On the inequality of Cramér-Rao type in sequential estimation theory
R. Magiera (1974)
Applicationes Mathematicae
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R. Magiera (1974)
Applicationes Mathematicae
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R. Magiera (1977)
Applicationes Mathematicae
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Alicja Jokiel-Rokita (2006)
Applicationes Mathematicae
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The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.
Govindarajulu, Z. (1995)
International Journal of Mathematics and Mathematical Sciences
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Ryszard Magiera (1994)
Applicationes Mathematicae
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The Bayesian sequential estimation problem for an exponential family of processes is considered. Using a weighted square error loss and observing cost involving a linear function of the process, the Bayes sequential procedures are derived.
R. Magiera ([unknown])
Metrika
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H.I. Hamdy, M. Al-Mahmeed (1990)
Metrika
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Ryszard Magiera (2001)
Applicationes Mathematicae
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The problem of estimating unknown parameters of Markov-additive processes from data observed up to a random stopping time is considered. To the problem of estimation, the intermediate approach between the Bayes and the minimax principle is applied in which it is assumed that a vague prior information on the distribution of the unknown parameters is available. The loss in estimating is assumed to consist of the error of estimation (defined by a weighted squared loss function) as well...
Wolfgang Winkler (1985)
Banach Center Publications
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N. Mukhopadhyay (1995)
Metrika
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S. Trybuła (1987)
Applicationes Mathematicae
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N. Mukhopadhyay, L. Kuo (1990)
Metrika
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S. Trybuła (1974)
Applicationes Mathematicae
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N. Mukhopadhyay (1981)
Metrika
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Wolfgang Winkler (1980)
Banach Center Publications
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