Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
Publication:4333030
DOI10.1090/S0002-9939-97-03574-0zbMath0867.60025OpenAlexW1584137068MaRDI QIDQ4333030
Victor H. de la Peña, Tze Leung Lai
Publication date: 19 February 1997
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0002-9939-97-03574-0
martingalesasymptotic expansions\(U\)-statisticsdecouplingstopping timesmartingale inequalitiesHoeffding decompositionnonlinear renewal theoryWald's equationsequential samples
Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Sequential estimation (62L12)
Related Items (4)
Cites Work
- Wald's equation for a class of denormalized \(U\)-statistics
- Sequential analysis. Tests and confidence intervals
- A method of approximating expectations of functions of sums of independent random variables
- Convergence rates for U-statistics and related statistics
- Second order approximations for sequential point and interval estimation
- A nonlinear renewal theory with applications to sequential analysis. I
- Asymptotic expansions for the moments of a randomly stopped average
- Estimation Following Sequential Tests
- A Class of Statistics with Asymptotically Normal Distribution
- The Theory of Unbiased Estimation
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