Adam T. Martinsek

Available identifiers

zbMath Open martinsek.adam-tMaRDI QIDQ180767

List of research outcomes

Publication	Date of Publication	Type
Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich	2007-03-21	Paper
The Contributions of Robert A. Wijsman to Sequential Analysis	2006-03-29	Paper
https://portal.mardi4nfdi.de/entity/Q3374141	2006-03-09	Paper
Estimation of the maximum and minimum in a model for bounded, dependent data	2002-09-05	Paper
Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals	2002-02-18	Paper
Sequential estimation of the maximum in a model for corrosion data	2002-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q4227898	1999-09-21	Paper
Fixed width confidence bands for densities under censoring	1998-12-09	Paper
Bounding the \(L_1\) distance in nonparametric density estimation	1998-10-06	Paper
Using a stopping rule to determine the size of the training sample in a classification problem	1998-03-25	Paper
Sequential confidence bands for densities	1996-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q4864452	1996-05-20	Paper
Sequential methods for bounding the error in nonparametric regression	1994-07-07	Paper
Fixed width confidence bands for density functions	1993-08-17	Paper
Fixed size confidence regions for parameters of a logistic regression model	1993-05-16	Paper
Using stopping rules to bound the mean integrated squared error in density estimation	1992-09-27	Paper
Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter	1992-06-28	Paper
Seqrential point estimation in regression models with nonnormal errors	1990-01-01	Paper
Sequential estimation in regression models using analogues of trimmed means	1989-01-01	Paper
Two-stage and fully sequential determination of estimator as well as sample size	1987-01-01	Paper
Empirical bayes methods in sequential estimation	1987-01-01	Paper
On combining Stein estimation problems: An adaptive rule under classical criteria	1986-01-01	Paper
Multistage estimation: optimal and asymptotically optimal policies	1986-01-01	Paper
Comparison of some sequential procedures with related optimal stopping rules	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3723529	1985-01-01	Paper
Sequential determination of estimator as well as sample size	1984-01-01	Paper
Approximations to optimal stopping rules for exponential random variables	1984-01-01	Paper
Second order approximation to the risk of a sequential procedure	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3311524	1983-01-01	Paper
Bounded regret of a sequential procedure for estimation of the mean	1982-01-01	Paper
Moments and error rates of two-sided stopping rules	1982-01-01	Paper
A Note on the Variance and Higher Central Moments of the Stopping Time of an SPRT	1981-01-01	Paper

Research outcomes over time

Doctoral students

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