Sequential estimation of a location parameter from delayed observations |
| |
| Authors: | Alicja Jokiel-Rokita Agnieszka Stępień |
| |
| Affiliation: | (1) Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wybrzże Wyspiańskiego 27, 50-270 Wrocław, Poland |
| |
| 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. |
| |
| Keywords: | Location parameter Loss function Minimum risk equivariant estimator Risk function Stopping time |
| 本文献已被 SpringerLink 等数据库收录！ |
