A note on accelerated sequential estimation of the mean of NEF-PVF distributions |
| |
Authors: | Arup Bose Nitis Mukhopadhyay |
| |
Institution: | (1) Stat-Math Unit, Indian Statistical Institute, 203 Barrackpore Trunk Road, 700 035 Calcutta, India;(2) Department of Statistics, University of Connecticut, 196 Auditorium Road, UBox 120, 06269 Storrs, CT, U.S.A. |
| |
Abstract: | The minimum risk point estimation for the mean is addressed for a natural exponential family (NEF) that also has a power variance function (PVF) under a loss function given by the squared error plus linear cost. An appropriate accelerated version of the full purely sequential methodology of Bose and Boukai (1993b, submitted) is proposed along the lines of Mukhopadhyay (1993a, Tech. Report, No. 93-27, Department of Statistics, University of Connecticut) in order to achieve operational savings. The main result provides the asymptotic second-order expansion of the regret function associated with the accelerated sequential estimator of the population mean. |
| |
Keywords: | Natural exponential family power variance function mean estimation minimum risk acceleration regret expansion operational savings |
本文献已被 SpringerLink 等数据库收录! |
|