Sequential estimation by accelerated stopping times in a two-parameter exponential family of distributions

Bose, ArupMukhpadhyay, Nitis2013-06-172013-06-171994SAD, v 12, p 281-291http://hdl.handle.net/10263/5441enMinimum risk point estimationWeighted squared error lossAccelerated stopping ruleRisk efficiencyRegretSecond-order asymptoticSequential estimation by accelerated stopping times in a two-parameter exponential family of distributionsArticle