A robust asymptotically optimal sequential estimation procedure for the Poisson process
Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential pro...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Hwang, Leng-Cheng [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2009 |
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| Schlagwörter: |
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| Anmerkung: |
© Springer-Verlag 2009 |
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| Übergeordnetes Werk: |
Enthalten in: Metrika - Springer-Verlag, 1958, 74(2009), 1 vom: 27. Nov., Seite 121-133 |
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| Übergeordnetes Werk: |
volume:74 ; year:2009 ; number:1 ; day:27 ; month:11 ; pages:121-133 |
| Links: |
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| DOI / URN: |
10.1007/s00184-009-0293-9 |
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| Katalog-ID: |
OLC2061396534 |
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| 520 | |a Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. | ||
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| 650 | 4 | |a Homogeneous Poisson process | |
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10.1007/s00184-009-0293-9 doi (DE-627)OLC2061396534 (DE-He213)s00184-009-0293-9-p DE-627 ger DE-627 rakwb eng 510 VZ Hwang, Leng-Cheng verfasserin aut A robust asymptotically optimal sequential estimation procedure for the Poisson process 2009 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2009 Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. Asymptotically optimal Asymptotically pointwise optimal Bayes sequential estimation Homogeneous Poisson process Regret Enthalten in Metrika Springer-Verlag, 1958 74(2009), 1 vom: 27. Nov., Seite 121-133 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:74 year:2009 number:1 day:27 month:11 pages:121-133 https://doi.org/10.1007/s00184-009-0293-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_70 GBV_ILN_100 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2004 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2012 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2030 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4266 GBV_ILN_4277 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4324 GBV_ILN_4326 AR 74 2009 1 27 11 121-133 |
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10.1007/s00184-009-0293-9 doi (DE-627)OLC2061396534 (DE-He213)s00184-009-0293-9-p DE-627 ger DE-627 rakwb eng 510 VZ Hwang, Leng-Cheng verfasserin aut A robust asymptotically optimal sequential estimation procedure for the Poisson process 2009 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2009 Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. Asymptotically optimal Asymptotically pointwise optimal Bayes sequential estimation Homogeneous Poisson process Regret Enthalten in Metrika Springer-Verlag, 1958 74(2009), 1 vom: 27. Nov., Seite 121-133 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:74 year:2009 number:1 day:27 month:11 pages:121-133 https://doi.org/10.1007/s00184-009-0293-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_70 GBV_ILN_100 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2004 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2012 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2030 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4266 GBV_ILN_4277 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4324 GBV_ILN_4326 AR 74 2009 1 27 11 121-133 |
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10.1007/s00184-009-0293-9 doi (DE-627)OLC2061396534 (DE-He213)s00184-009-0293-9-p DE-627 ger DE-627 rakwb eng 510 VZ Hwang, Leng-Cheng verfasserin aut A robust asymptotically optimal sequential estimation procedure for the Poisson process 2009 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2009 Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. Asymptotically optimal Asymptotically pointwise optimal Bayes sequential estimation Homogeneous Poisson process Regret Enthalten in Metrika Springer-Verlag, 1958 74(2009), 1 vom: 27. Nov., Seite 121-133 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:74 year:2009 number:1 day:27 month:11 pages:121-133 https://doi.org/10.1007/s00184-009-0293-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_70 GBV_ILN_100 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2004 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2012 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2030 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4266 GBV_ILN_4277 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4324 GBV_ILN_4326 AR 74 2009 1 27 11 121-133 |
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10.1007/s00184-009-0293-9 doi (DE-627)OLC2061396534 (DE-He213)s00184-009-0293-9-p DE-627 ger DE-627 rakwb eng 510 VZ Hwang, Leng-Cheng verfasserin aut A robust asymptotically optimal sequential estimation procedure for the Poisson process 2009 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2009 Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. Asymptotically optimal Asymptotically pointwise optimal Bayes sequential estimation Homogeneous Poisson process Regret Enthalten in Metrika Springer-Verlag, 1958 74(2009), 1 vom: 27. Nov., Seite 121-133 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:74 year:2009 number:1 day:27 month:11 pages:121-133 https://doi.org/10.1007/s00184-009-0293-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_70 GBV_ILN_100 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2004 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2012 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2030 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4266 GBV_ILN_4277 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4324 GBV_ILN_4326 AR 74 2009 1 27 11 121-133 |
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10.1007/s00184-009-0293-9 doi (DE-627)OLC2061396534 (DE-He213)s00184-009-0293-9-p DE-627 ger DE-627 rakwb eng 510 VZ Hwang, Leng-Cheng verfasserin aut A robust asymptotically optimal sequential estimation procedure for the Poisson process 2009 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2009 Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. Asymptotically optimal Asymptotically pointwise optimal Bayes sequential estimation Homogeneous Poisson process Regret Enthalten in Metrika Springer-Verlag, 1958 74(2009), 1 vom: 27. Nov., Seite 121-133 (DE-627)12908171X (DE-600)3502-6 (DE-576)014414619 0026-1335 nnns volume:74 year:2009 number:1 day:27 month:11 pages:121-133 https://doi.org/10.1007/s00184-009-0293-9 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_70 GBV_ILN_100 GBV_ILN_193 GBV_ILN_267 GBV_ILN_2004 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2012 GBV_ILN_2015 GBV_ILN_2018 GBV_ILN_2030 GBV_ILN_2088 GBV_ILN_4027 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4266 GBV_ILN_4277 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4324 GBV_ILN_4326 AR 74 2009 1 27 11 121-133 |
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Hwang, Leng-Cheng |
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510 VZ A robust asymptotically optimal sequential estimation procedure for the Poisson process Asymptotically optimal Asymptotically pointwise optimal Bayes sequential estimation Homogeneous Poisson process Regret |
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A robust asymptotically optimal sequential estimation procedure for the Poisson process |
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A robust asymptotically optimal sequential estimation procedure for the Poisson process |
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a robust asymptotically optimal sequential estimation procedure for the poisson process |
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A robust asymptotically optimal sequential estimation procedure for the Poisson process |
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Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. © Springer-Verlag 2009 |
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Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. © Springer-Verlag 2009 |
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Abstract The problem of estimating sequentially the intensity parameter of a homogeneous Poisson process with quadratic loss and fixed cost per unit time is considered within the Bayesian framework. Without using both the prior information and any auxiliary data, this paper proposes a sequential procedure as that suggested by Vardi (Ann Statist 7:1040–1051, 1979) in classical non-Bayesian sequential estimation. The proposed sequential procedure is robust in the sense that it does not depend on the prior. The second order approximations to the expected sample size and the Bayes risk of the proposed sequential procedure are established for a large class of prior distributions. © Springer-Verlag 2009 |
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A robust asymptotically optimal sequential estimation procedure for the Poisson process |
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