Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 3, 1984 - Issue 1
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Original Articles

A note on the sequential prediction problem

Pages 93-98 | Published online: 29 Mar 2007

References

  • Bahadur , R.R . 1954 . Sufficiency and statistical decision functions . Ann. Math. Statist. , 25 : 423 – 462 .
  • Hall , W. J. , Wijsman , R. A. and Ghosh , J. K. 1965 . The relationship between sufficiency and invariance with applicatin in sequential analysis . Ann. Math. Statist. , 36 : 575 – 614 .
  • Skibinsky , M. 1967 . Adequate subfields and sufficiency . Ann. Math. Statist. , 38 : 155 – 161 .
  • Sugiura , M. and Morimoto , H. 1969 . Factorization theorem for adequate σ-field . Sūgaku , 21 : 286 – 289 . (in Japnese)
  • Takeuchi , K. and Akahira , M. 1975 . Characterizations of prediction sufficiency (Adequacy) in terms of risk functions . Ann. Statist. , 3 : 286 – 289 .

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