The Annals of Mathematical Statistics · 1966 · 124 citations · 2 references
Natural SciencesMathematicsFinancial EconomicsProbability TheoryStochastic ProcessesInferential StatisticsRisk TheorySequential Decision-makingAsymptotic Distribution TheoryAsymptotic TheoryFinite Sample EstimationMinimax RiskSecond-order Asymptotics
(5) V (a) = Vn O(a) = minn>O Vn(a), denote the minimum risk. On the other hand, in ignorance of ano procedure based on a fixed number n of observations of (1) will minimize (4) simultaneously for all 0 0 and N, (6) LN = AIXN-MA18 + Nt (A > 0), with risk
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