Sequential estimation by accelerated stopping times in a two-parameters exponential family if distributions

Bose, ArupMukhopadhyay, Nitis2013-10-242013-10-241994Statistics and Decisions, v 12, p 281-191http://hdl.handle.net/10263/5643enMinimum risk point estimationWeighted squared error lossAccelerated stopping ruleRisk efficiencyRegretSecond order asypmtoticsSequential estimation by accelerated stopping times in a two-parameters exponential family if distributionsArticle