Sequential estimation of a location parameter from delayed observations |
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| Authors: | Alicja Jokiel-Rokita Agnieszka St?pień |
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| Institution: | (1) Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wybrzże Wyspiańskiego 27, 50-270 Wrocław, Poland |
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| Abstract: | The problem of sequentially estimating a location parameter is considered in the special case when the data arrive at random
times. Certain classes of sequential estimation procedures are derived under a location invariant loss function and with the
observation cost determined by a function of the moment of stopping and the number of observations up to this moment. |
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| Keywords: | Location parameter Loss function Minimum risk equivariant estimator Risk function Stopping time |
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