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Sequential Analysis
Design Methods and Applications
Volume 17, 1998 - Issue 3-4
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Original Articles

A simulation study of stopping times in bayesian sequential multiparameter estimation

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Pages 219-237 | Published online: 29 Mar 2007

References

  • Bickel , P. and Yahav , J. Asymptotically pointwise optimal procedures in sequential analysis . Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and probability . Vol. 1 , pp. 401 – 413 . Berkeley and Los Angeles : University of California Press .
  • Ghosh , M. and Hoekstra , R. M. 1989 . A.P.O. rules in hierarchical and empirical Bayes models . Sequential Analysis , 8 : 79 – 100 .
  • Ghosh , M. and Hoekstra , R. M. 1995 . A.P.O. rules in hierarchical bayes regression models . Sequntial Analysis , 14 : 99 – 115 .
  • Nagao , H. 1997 . Asymptotically pointwise optimal rules for estimating the mean in general exponential distribution for squared loss . Sequential Analysis , 16 : 155 – 174 .
  • Woodroofe , M. 1981 . A.O.P. rules are asymptotically non-deficient for estimation with squared error loss . Z. Wahr. and Verw. Geb. , 58 : 331 – 341 .

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