Sequential estimation of powers of a scale parameter from delayed observations

• Autorzy: Agnieszka Stępień-Baran
• Języki publikacji: EN

Abstrakty

EN

The problem of sequentially estimating powers of a scale parameter in a scale family and in a location-scale family is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under a scale invariant loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time.

Kategorie tematyczne

• 62L12: Sequential estimation
• 62L15: Optimal stopping
• 62F10: Point estimation

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2009
• Tom: 36
• Numer: 1
• Strony: 13-28

Daty

wydano

2009

Twórcy

autor

Agnieszka Stępień-Baran

• Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Identyfikatory

DOI

10.4064/am36-1-2