| Article ID: | iaor20013691 |
| Country: | Germany |
| Volume: | 52 |
| Issue: | 2 |
| Start Page Number: | 163 |
| End Page Number: | 171 |
| Publication Date: | Jan 2000 |
| Journal: | Metrika |
| Authors: | Takada Y. |
A sequential point estimation of the mean of a normal distribution is considered under LINEX loss function. The regret of sequential procedures are obtained. Furthermore, it is shown that a sequential procedure with the sample mean as an estimate is asymptotically inadmissible. An accelerated stopping time is also considered.