Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 20, 2001 - Issue 1-2
72
Views
17
CrossRef citations to date
0
Altmetric
Original Articles

BAYES SEQUENTIAL ESTIMATION OF POISSON MEAN UNDER A LINEX LOSS FUNCTION

Pages 55-64 | Received 01 Jun 2000, Published online: 16 Aug 2006

BIBLIOGRAPHY

  • Bickel , E. and Yahav , J. 1967 . Asymptotically pointwise optimal procedures in sequential analysis . Proc. Fifth Berkeley Sympos. Math. Statist. Prob. , 1 : 401 – 413 . University of California
  • Bickel , E. and Yahav , J. 1968 . Asymptotically optimal Bayes and minimax procedures in sequential estimation . Ann. Math. Statist. , 39 : 442 – 456 .
  • Chattopadhyay , S. 1998 . Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule . Metrika , 48 : 53 – 59 .
  • Chow , Y. S. , Robbins , H. and Siegmund , D. 1970 . Great Expectations: The Theory of Optimal Stopping , Houghton-Mifflin, Boston
  • Kuo , L. and Dey , D. K. 1990 . On the admissibility of the linear estimators of the Poisson mean using LINEX loss function . Statistics & Decisions , 8 : 201 – 210 .
  • Sadooghi-Alvandi , S. M. 1990 . Estimation of the parameter of a Poisson distribution using a LINEX loss function . Australian Journal of Stat. , 32 : 393 – 398 .
  • Takada , Y. 2000 . Sequential point estimation of normal mean under LINEX loss function . Metrika , 52 : 1
  • Varian , H. R. 1975 . “ A Bayesian approach to real estate assessment ” . In Studies in Bayesian econometrics and statistics in honor of Leonard J. Savage Edited by: Fienberg , S. E. and Zellner , A. 195 – 208 . North Holland, Amsterdam
  • Woodroofe , M. 1981 . A.P.O. rules are asymptotically non deficient for estimation with squared error loss . Z. Wahr. Ver. und Gebiete , 58 : 331 – 341 .
  • Zellner , A. 1986 . Bayesian estimation and prediction using asymmetric loss functions . J. Amer. Statist. Assoc. , 81 : 446 – 451 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.