A Bayesian approach to sequential estimation without using the prior information
學年 86
學期 1
出版(發表)日期 1997-11-01
作品名稱 A Bayesian approach to sequential estimation without using the prior information
作品名稱(其他語言) 無母數經驗貝氏方法之序列估計
著者 黃連成; Hwang, Leng-cheng
單位 淡江大學數學學系
出版者 Taylor & Francis
著錄名稱、卷期、頁數 Sequential Analysis 16(4), pp.319-343
摘要 The problem of Bayes sequential point estimation without using the prior information is considered. Two sequential procedures of the type of Bickel and Yahav (1967, 1968), for the scale exponential and location normal families respectively, are proposed. It is shown in the present paper that the proposed procedures are asymptotically pointwise optimal (A.P.O.) in the sense of Bickel and Yahav (1967) and the second order approximation of the Bayes risk is established for a large class of prior distributions.
關鍵字 asymptotically Bayes;asymptotically non-deficient;asymptotically pointwise optimal;empirical Bayes
語言 en_US
ISSN 0747-4946
期刊性質 國外
收錄於
產學合作
通訊作者
審稿制度
國別 USA
公開徵稿
出版型式 ,紙本
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