The convergence rate of fixed width sequential confidence intervals for a probability density function

DOI10.1080/07474948708836116MaRDI QIDQ3759758zbMATH OpenOpenAlexFDO

Authors Eiichi Isogai

Publication date 1987

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948708836116

zbMATH Keywords

rate of convergencekernel functionsstopping rulesrecursive estimatorpoint estimators of kernel typesequential confidence interval of fixed width

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• On sequential density estimation
• Sequential fixed-width confidence intervals for a nonparametric density function

Cited in

(17)

• On Sequential Data-Driven Density Estimation
• On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
• On the errors committed by sequences of estimator functionals
• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function
• On the convergence rate of sequential fixed-width confidence intervals for normal parameters
• THE CONVERGENCE RATE OF SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR REGULAR FUNCTIONALS
• scientific article; zbMATH DE number 1995717 (Why is no real title available?)
• An overview of sequential nonparametric density estimation
• Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study
• Convergence rate of the normal approximation for sequential estimators of a probability density and its derivatives
• Sequential confidence bands for densities
• Application of limit theorems for superposition of random functions to sequential estimation
• A note on sequential density estimation
• Fixed Width Confidence Interval ofP(X<Y) in Partial Sequential Sampling Scheme
• scientific article; zbMATH DE number 4124834 (Why is no real title available?)
• Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance
• scientific article; zbMATH DE number 4143291 (Why is no real title available?)

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