Sequential point estimation of the mean when the distribution is unspecified
From MaRDI portal
Publication:3891626
DOI10.1080/03610927908827789zbMath0446.62085MaRDI QIDQ3891626
Nitis Mukhopadhyay, Malay Ghosh
Publication date: 1979
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199310
U-statistics; risk efficiency; sequential point estimation; asymptotic normality of stopping times; difference of two means
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Cites Work
- Convergence rates for U-statistics and related statistics
- Multivariate sequential point estimation
- Remarks on sequential estimation of a linear function of two means: the normal case
- Moments of Randomly Stopped Sums
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- A Sequential Analogue of the Behrens-Fisher Problem
- REMARKS ON SEQUENTIAL POINT ESTIMATION
- Further Remarks on Sequential Estimation: The Exponential Case
