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March, 1992 A Sequential Procedure with Asymptotically Negative Regret for Estimating a Normal Mean
Yoshikazu Takada
Ann. Statist. 20(1): 562-569 (March, 1992). DOI: 10.1214/aos/1176348540

Abstract

A sequential procedure for estimating the mean of a normal distribution is proposed. The procedure is shown to have a negative regret at the origin and the same regret as the usual procedure at the other point asymptotically.

Citation

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Yoshikazu Takada. "A Sequential Procedure with Asymptotically Negative Regret for Estimating a Normal Mean." Ann. Statist. 20 (1) 562 - 569, March, 1992. https://doi.org/10.1214/aos/1176348540

Information

Published: March, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0777.62082
MathSciNet: MR1150362
Digital Object Identifier: 10.1214/aos/1176348540

Subjects:
Primary: 62L12
Secondary: 60G40

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 1 • March, 1992
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