Asymptotic Theory of Sequential Estimation: Differential Geometrical Approach
序贯估计的渐近理论:微分几何方法
Sequential estimation continues observations until the observed sample satisfies a prescribed criterion. Its properties are superior on the average to those of nonsequential estimation in which the number of observations is fixed a priori. A higher-order asymptotic theory of sequential estimation is given in the framework of geometry of multidimensional curved exponential families. This gives a design principle of the second-order efficient sequential estimation procedure.…