Document Zbl 0457.62066

A. P. O. rules are asymptotically non deficient for estimation with squared error loss. (English) Zbl 0457.62066

Z. Wahrscheinlichkeitstheor. Verw. Geb. 58, 331-341 (1981).

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MSC:

62L12	Sequential estimation
62F15	Bayesian inference

Keywords:

Bayesian sequential estimation; optional stopping theorem; asymptotic non-deficiency; exponential family; squared error loss; natural conjugate prior; asymptotically pointwise optimal procedure

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References:

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