Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics

DOI10.1080/03610919008812857zbMath0707.62090OpenAlexW2076460741MaRDI QIDQ3489117

Japobrata Choudhury

Publication date: 1990

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812857

zbMATH Keywords

Statistical inferencerelative efficiencyMonte-Carlo simulationrobust estimatorgeneralized order statisticnonparametric estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Efficient and Robust Fitting of Lognormal Distributions

Cites Work

• Unnamed Item
• Generalized L-, M-, and R-statistics
• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• The Efficiency of Some Nonparametric Competitors of the $t$-Test
• Approximation Theorems of Mathematical Statistics
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential Confidence Intervals Based on Rank Tests
• Estimates of Location Based on Rank Tests
• Robust Statistics

This page was built for publication: Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics