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A simulation study of stopping times in bayesian sequential multiparameter estimation

 

作者: Thomas C. Chenier,  

 

期刊: Sequential Analysis  （Taylor Available online 1998）
卷期: Volume 17, issue 3-4  

页码: 219-237

 

ISSN:0747-4946

 

年代: 1998

 

DOI:10.1080/07474949808836410

 

出版商: Marcel Dekker, Inc.

 

关键词: Hierarchical bayes;Asymptotic non-deficiency;multiparameter estimation;sequential regression;small sample behavior

 

数据来源: Taylor

 

摘要:

In this paper we use simulation to examine the small sample behavior of a series of increasingly complicated stopping rules in the context of sequential estimation of a multivariate mean/regression parameter vector.This is done under a set ot hierarchical bayes models. some.but not all.of the rules are known to be he non-deficient [Ghosh and Hoekstra ('89, '95)] Thus.this study extends the work of those papers to finite sample number behavior.

 

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