The behavior of sequential confidence intervals under contamination

DOI10.1080/07474948708836117MaRDI QIDQ3759757zbMATH OpenOpenAlexFDO

Authors Jan C. Geertsema

Publication date 1987

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948708836117

zbMATH Keywords

robustnessinfluence functionstopping timeasymptotic coverage probabilitysample standard deviationsequential confidence intervalgross errorscontamination modelsChow-Robbins procedurefractile-difference estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• A Note on Quantiles in Large Samples
• Approximation Theorems of Mathematical Statistics
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• On the corporate of the coverage probability of a sequential confidence interval based on the sign test
• Robust Statistics
• Robust estimation of standard deviation
• Second order approximations for sequential point and interval estimation
• Sequential Confidence Intervals Based on Rank Tests
• Sequential determination of estimator as well as sample size
• The Influence Curve and Its Role in Robust Estimation
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean

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(11)

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• scientific article; zbMATH DE number 4084795 (Why is no real title available?)
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• scientific article; zbMATH DE number 4048851 (Why is no real title available?)
• Sequential estimation and test oriented confidence intervals for μ/σ
• Sequential confidence intervals for variance components in one-way random models
• A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator
• Asymptotic optimality in sequential interval estimation
• Fixed-width confidence interval based on a minimum Hellinger distance estimator
• A symptotic robustness of sequential confidence intervals and the connection with influence functions

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