Risk-efficient nonparametric sequential estimators

DOI10.1007/BF02613127zbMath0609.62121MaRDI QIDQ1086958

W. Goldmann

Publication date: 1987

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176092

zbMATH Keywords

stopping timeloss functionU-statisticrisk- efficiencysample-size efficiency

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (1)

A Nonparametric Sequential Point Estimator

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic optimality of certain sequential estimators
• Asymptotic optimal sequential estimation: The Poisson case
• Second order approximation to the risk of a sequential procedure
• The performance of a sequential procedure for the estimation of the mean
• Bounded regret of a sequential procedure for estimation of the mean
• Convergence rates for U-statistics and related statistics
• Sequential point estimation of the mean when the distribution is unspecified
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• A renewal theorem and its applications to some sequential procedures
• A Nonparametric Sequential Point Estimator
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Further Remarks on Sequential Estimation: The Exponential Case

This page was built for publication: Risk-efficient nonparametric sequential estimators