Optimum stopping rules on the sequence of statistically dependent vectors
Possibilities of the determination of sample size in regression analysis: a review
Recursive and sequential density estimation
Recursive estimation as an optimally controlled process
Reference points based recursive approximation
The paper studies polynomial approximation models with a new type of constraints that enable to get estimates with significant properties. Recently we enhanced a representation of polynomials based on three reference points. Here we propose a two-part cubic smoothing scheme that leverages this representation. The presence of these points in the model has several consequences. The most important one is the fact that by appropriate location of the reference points the resulting approximant of two...
Remarks on Sequential Estimation of a Linear Function of Two Means: The Normal Case.
Risk-Efficient Nonparametric Sequential Estimators.
Sequential Approach to Simultaneous Estimation of the Mean and Variance.
Sequential confidence intervals based on robust estimators
Sequential estimation in finite-state Markov processes
Sequential estimation in processes with independent increments
Sequential estimation method for the minimum of a quadratic regression function
Sequential Estimation of Linear Models in Three Stages.
Sequential Estimation of Means of Linear Processes.
Sequential estimation of powers of a scale parameter from delayed observations
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.
Sequential estimation of survival functions with a neutral to the right process prior
In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.
Sequential Estimation of the Difference Between the Means of Two Normal Populations.
Sequential estimation of the transition intensities in Markov processes with migration
Sequential Fixed-Width Confidence Bands for Distribution Functions Under Random Censoring.
Sequential point and interval estimation of scale parameter of exponential distribution.