Pages that link to "Item:Q2366754"
From MaRDI portal
The following pages link to Asymptotic expansions for the moments of a randomly stopped average (Q2366754):
Displayed 31 items.
- Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance (Q611617) (← links)
- Estimators of the moments for the inventory model of type \((s,S)\) (Q724957) (← links)
- On the sequential point estimation of the mean of a gamma distribution (Q1347195) (← links)
- On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities (Q1359400) (← links)
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression (Q1378758) (← links)
- Moments of randomly stopped \(U\)-statistics (Q1381578) (← links)
- Asymptotic expansions for the moments of the Gaussian random walk with two barriers (Q1771441) (← links)
- Sharp bounds for \(L\)-statistics from dependent samples of random length (Q1888830) (← links)
- Some simple corrected confidence intervals following a sequential test (Q1888860) (← links)
- A note on sequential estimation of the mean (Q1892971) (← links)
- Sequential estimation of a linear combination of means (Q1975351) (← links)
- Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance (Q2483456) (← links)
- The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526) (← links)
- Asymptotic approach for a renewal-reward process with a general interference of chance (Q2816873) (← links)
- Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean (Q2903215) (← links)
- Three-term asymptotic expansion: A semi-Markovian random walk with a generalized beta distributed interference of chance (Q2979616) (← links)
- Interval Estimation Approach to Counting by Weighing: A Sequential Scheme (Q3155690) (← links)
- Use of asymmetric loss functions in sequential estimation problems for multiple linear regression (Q3532660) (← links)
- sequestial estimation of a tail probabality of an unknown distribution (Q4225634) (← links)
- Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics (Q4333030) (← links)
- On uniform integrability and asymptotically risk-efficient sequential estimation (Q4342154) (← links)
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation (Q4342155) (← links)
- Fixed-width confidence intervals for a function of normal parameters (Q4351755) (← links)
- Approximate bias calculations for sequentially designed experiments (Q4384953) (← links)
- Sequential Estimation of the Powers of Normal and Exponential Scale Parameters (Q4429476) (← links)
- Asymmetric Penalized Prediction Using Adaptive Sampling Procedures (Q4678859) (← links)
- SEQUENTIAL FIXED-PRECISION ESTIMATION IN STOCHASTIC LINEAR REGRESSION MODELS (Q4787883) (← links)
- A uniform renewal theorem (Q4881066) (← links)
- Approximations to expected stopping times with applications to sequential estimation (Q4944013) (← links)
- Asymptotic Expansions for the Moments of the Semi-Markovian Random Walk with Gamma Distributed Interference of Chance (Q5190589) (← links)
- Counting by Weighing: An Alternative Sampling Scheme (Q5485891) (← links)