Information inequalities for the minimax risk of sequential estimators (with applications)
Gajek, Lesław ; Mizera-Florczak, B.
Applicationes Mathematicae, Tome 25 (1998), p. 85-100 / Harvested from The Polish Digital Mathematics Library
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Information inequalities for the minimax risk of sequential estimators are derived in the case where the loss is measured by the squared error of estimation plus a linear functional of the number of observations. The results are applied to construct minimax sequential estimators of: the failure rate in an exponential model with censored data, the expected proportion of uncensored observations in the proportional hazards model, the odds ratio in a binomial distribution and the expectation of exponential type random variables.

Publié le : 1998-01-01
EUDML-ID : urn:eudml:doc:219196 
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     title = {Information inequalities for the minimax risk of sequential estimators (with applications)},
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     volume = {25},
     year = {1998},
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     zbl = {0895.62083},
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Gajek, Lesław; Mizera-Florczak, B. Information inequalities for the minimax risk of sequential estimators (with applications). Applicationes Mathematicae, Tome 25 (1998) pp. 85-100. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv25i1p85bwm/

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