| 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 | 否 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/41445 ) |
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