Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 137-143
Citer cet article
M. S. Tihov. On optimal sequential estimation procedures for non-quadratic loss functions. Teoriâ veroâtnostej i ee primeneniâ, Tome 23 (1978) no. 1, pp. 137-143. http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a10/
@article{TVP_1978_23_1_a10,
author = {M. S. Tihov},
title = {On optimal sequential estimation procedures for non-quadratic loss functions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {137--143},
year = {1978},
volume = {23},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a10/}
}
TY - JOUR
AU - M. S. Tihov
TI - On optimal sequential estimation procedures for non-quadratic loss functions
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1978
SP - 137
EP - 143
VL - 23
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a10/
LA - ru
ID - TVP_1978_23_1_a10
ER -
%0 Journal Article
%A M. S. Tihov
%T On optimal sequential estimation procedures for non-quadratic loss functions
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1978
%P 137-143
%V 23
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1978_23_1_a10/
%G ru
%F TVP_1978_23_1_a10
A problem of sequential estimation of a parameter $\theta\in R^1$ is considered for the loss function $(d-\theta)^\alpha$ in the case of discrete as well as continuous time.
