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Sequential estimation of a location parameter and powers of a scale parameter from delayed observations |
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| Authors: | Jerzy Baran Agnieszka Stępień‐Baran |
| Affiliation: | 1. Institute of Mathematics and Computer Science, Wroc?aw University of Technology, , 50‐370 Wroc?aw, Poland;2. Institute of Mathematics and Computer Science, Opole University, , 45‐052 Opole, Poland |
| Abstract: | The problem of sequentially estimating a location parameter and powers of a scale parameter is considered in the case when the observations become available at random times. Certain classes of sequential estimation procedures are derived under an invariant balanced loss function and with the observation cost determined by a convex function of the stopping time and the number of observations up to that time. |
| Keywords: | location parameter scale parameter balanced loss function minimum risk equivariant estimator risk function optimal stopping time |