BAYES SEQUENTIAL ESTIMATION PROCEDURES IN EXPONENTIAL-TYPE PROCESSES FOR A POLYNOMIAL COST FUNCTION

Authors
MAGIERA R
Citation
R. Magiera, BAYES SEQUENTIAL ESTIMATION PROCEDURES IN EXPONENTIAL-TYPE PROCESSES FOR A POLYNOMIAL COST FUNCTION, Statistics, 26(1), 1995, pp. 61-73
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
26
Issue
1
Year of publication
1995
Pages
61 - 73
Database
ISI
SICI code
0233-1888(1995)26:1<61:BSEPIE>2.0.ZU;2-W
Abstract
The Bayesian sequential estimation problem for an exponential family o f processes is considered. Using a weighted square error loss and obse rving cost involving a polynomial function of the process, the Bayes s equential procedures are derived.