Sequential simultaneous estimation of the mean and variance: The rate of convergence

DOI10.1007/BF01894759zbMath0606.62089MaRDI QIDQ1084819

Nitis Mukhopadhyay, G. Vik

Publication date: 1986

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176066

zbMATH Keywords

rate of convergence; mean; variance; normal distribution; stopping rules; simultaneous estimation; Berry-Esseen type results for randomly stopped U- statistics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62L12: Sequential estimation

Related Items

U-Statistics in Sequential Tests and Change Detection

Cites Work

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• Sequential approach to simultaneous estimation of the mean and variance
• Multivariate sequential point estimation
• Asymptotic results for stopping times based on u-statistics
• The exact approximation order in the central-limit-theorem for random summation
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• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A General Method of Determining Fixed-Width Confidence Intervals
• The accuracy of the normal approximation for minimum contrast estimates
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance