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Sequential estimation of a location parameter from delayed observations

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Abstract

The problem of sequentially estimating a location parameter is considered in the special case when the data arrive at random times. Certain classes of sequential estimation procedures are derived under a location invariant loss function and with the observation cost determined by a function of the moment of stopping and the number of observations up to this moment.

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Authors and Affiliations

  1. Institute of Mathematics and Computer Science, Wroclaw University of Technology, Wybrzże Wyspiańskiego 27, 50-270, Wrocław, Poland

    Alicja Jokiel-Rokita & Agnieszka Stępień

Authors
  1. Alicja Jokiel-Rokita
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  2. Agnieszka Stępień
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Correspondence to Alicja Jokiel-Rokita.

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Jokiel-Rokita, A., Stępień, A. Sequential estimation of a location parameter from delayed observations. Stat Papers 50, 363–372 (2009). https://doi.org/10.1007/s00362-007-0059-2

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  • DOI: https://doi.org/10.1007/s00362-007-0059-2

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