Asymptotic efficiency in sequential designs for estimation

Properties of a sequential design for a nonlinear regression problem are inves tigated.The main results determine an asymptotic lower bound for the Bayes risk, and a sequential procedure that is first order efficient.

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Bibliographische Detailangaben
Veröffentlicht in:	Sequential analysis 1989-01, Vol.8 (3), p.269-280
1. Verfasser:	Rekab, Kamel
Format:	Artikel
Sprache:	eng
Schlagworte:	Bayes risk Efficiency Nonlinear regression Submartingales Uniform Integra bility
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	Properties of a sequential design for a nonlinear regression problem are inves tigated.The main results determine an asymptotic lower bound for the Bayes risk, and a sequential procedure that is first order efficient.
ISSN:	0747-4946 1532-4176
DOI:	10.1080/07474948908836181