Search Results - subject:"sequential estimation"

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Mendo, Luis - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 4, pp. 656-675

Sequential estimation of the success probability p in inverse binomial sampling is considered in this paper. For any …

Persistent link: https://www.econbiz.de/10010994324

On parameter estimation of partly observed bilinear discrete-time stochastic systems

Malyarenko, A.; Vasiliev, V. - In: Metrika 75 (2012) 3, pp. 403-424

Persistent link: https://www.econbiz.de/10010539342

Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions

Mahmoudi, Eisa - In: Metrika 75 (2012) 4, pp. 567-580

Persistent link: https://www.econbiz.de/10010557915

Bayes sequential estimation for a particular exponential family of distributions under LINEX loss

Jokiel-Rokita, Alicja - In: Metrika 74 (2011) 2, pp. 211-219

Persistent link: https://www.econbiz.de/10009324803

Sequential stochastic assignment under uncertainty: estimation and convergence

Lee, Adrian; Jacobson, Sheldon - In: Statistical Inference for Stochastic Processes 14 (2011) 1, pp. 21-46

Persistent link: https://www.econbiz.de/10008925518

A robust asymptotically optimal sequential estimation procedure for the Poisson process

Hwang, Leng-Cheng - In: Metrika 74 (2011) 1, pp. 121-133

Persistent link: https://www.econbiz.de/10009149622

Asymptotic optimality of a two-stage procedure in Bayes sequential estimation

Hwang, Leng-Cheng; Liu, Jeng-Fu - In: Statistical Papers 50 (2009) 3, pp. 623-631

Persistent link: https://www.econbiz.de/10004966064

Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator

Hlávka, Zdeněk - 2000

The paper concerns the fixed-width confidence intervals for location based on M- estimators in the location model. A robust three-stage procedure is proposed and its asymptotic properties are studied. The performance of the procedure depends on some tuning parameters. Their effect on the...

Persistent link: https://www.econbiz.de/10010310193

Asymptotic properties of robust three-stage procedure based on bootstrap for m-estimator

Hlávka, Zdenéek - Sonderforschungsbereich 373, Quantifikation und … - 2000

Persistent link: https://www.econbiz.de/10010983417

Asymptotically Efficient Sequential Kernel Estimates of the Drift Coefficient in Ergodic Diffusion Processes

Galtchouk, L.; Pergamenshchikov, S. - In: Statistical Inference for Stochastic Processes 9 (2006) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10005616032