The behavior of sequential confidence intervals under contamination

DOI10.1080/07474948708836117zbMATH Open0622.62083OpenAlexW2065119017MaRDI QIDQ3759757FDOQ3759757

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

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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)

Cites Work

• Approximation Theorems of Mathematical Statistics
• A Note on Quantiles in Large Samples
• Title not available (Why is that?)
• Robust Statistics
• The Influence Curve and Its Role in Robust Estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• Second order approximations for sequential point and interval estimation
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
• Sequential Confidence Intervals Based on Rank Tests
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• Sequential determination of estimator as well as sample size
• On the corporate of the coverage probability of a sequential confidence interval based on the sign test
• Robust estimation of standard deviation

Cited In (11)

• Title not available (Why is that?)
• ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS
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• 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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