Geodesic
Information inequalities for the minimax risk of sequential estimators (with applications)
Applicationes Mathematicae, Tome 25 (1999) no. 1, pp. 85-100.

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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.
DOI : 10.4064/am-25-1-85-100
Keywords: odds ratio, information inequalities, censored data, minimax estimation, proportional hazard model

Lesław Gajek 1 ; B. Mizera-Florczak 1

1 
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Lesław Gajek; B. Mizera-Florczak. Information inequalities for the minimax risk of sequential estimators (with applications). Applicationes Mathematicae, Tome 25 (1999) no. 1, pp. 85-100. doi : 10.4064/am-25-1-85-100. http://geodesic.mathdoc.fr/articles/10.4064/am-25-1-85-100/

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