Minimum risk point estimation of Gini index

DOI10.1007/s13571-017-0140-3zbMath1485.62109arXiv1503.08148OpenAlexW3102260517MaRDI QIDQ1698212

Bhargab Chattopadhyay, Shyamal K. De

Publication date: 15 February 2018

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.08148

zbMATH Keywords

asymptotic efficiencyU-statisticsreverse submartingalesimple random samplingratio regretsequential point estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stopping times; optimal stopping problems; gambling theory (60G40) Statistical methods; economic indices and measures (91B82) Martingales and classical analysis (60G46) Sequential estimation (62L12)

Related Items

Minimum cost‐compression risk in principal component analysis, Comparison of Gini indices using sequential approach: Application to the U.S. Small Business Administration data, EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models

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