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Original Articles

The risks for usual sequential estimates and stopping times of multivariate normal mean for conjugate distribution

Pages 873-883 | Received 01 Feb 1998, Published online: 27 Jun 2007

References

  • Alvo , M. 1977 . Bayes sequential estimation . Ann. Statist , 5 : 955 – 968 .
  • Bickel , P.J. and Yahav , J.A. 1965 . “ Asymptotically pointwise optimal procedures in sequential analysis ” . In Proc. Fifth Berkeley Symp. Math. Statist , Univ. of California Press .
  • Martinsek , A.T. 1987 . Empirical Bayes methods in sequential estimation . Sequential Analysis , 6 : 119 – 137 .
  • Nagao , H. 1996 . On fixed width confidence regions for multivariate normal mean when the covariancp matrix has some structure . Sequential Analysis , 15 : 37 – 46 .
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  • Nagao , H. 1997 . Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population . Sequential Analysis , 16 : 363 – 374 .
  • Woodroofe M. Nonlinear Renewal Theory in Sequential Analysis SIAM Philadelphia 1982

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