Sequential point estimation of the mean when the distribution is unspecified
From MaRDI portal
Publication:3891626
DOI10.1080/03610927908827789zbMath0446.62085OpenAlexW2109563947MaRDI QIDQ3891626
Malay Ghosh, Nitis Mukhopadhyay
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-statisticsrisk efficiencysequential point estimationasymptotic normality of stopping timesdifference of two means
Related Items
Asymptotic results for stopping times based on u-statistics, Replicated piecewise stopping numbers and sequential analysis, Risk-efficient nonparametric sequential estimators, Asymptotic considerations for selecting the best component of a multivariate normal population, Sequential estimation of an inverse Gaussian mean with known coefficient of variation, Asymptotic optimality of a two-stage procedure in Bayes sequential estimation, Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean, Strong laws for randomly indexed U-statistics, Sequential estimation of means of linear processes, Simultaneous estimation after selection and ranking and other procedures: The negative exponential case, ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization, Sequential estimation problems for negative exponential populations, Sequential estimation of the mean of NEF-PVF distributions, sequential estimation of the mean of a linear process, Second order sequential estimation of the mean exponential survival time under random censoring, \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression, Sequential estimation of the mean of a first-order autoregressive process, Sequential estimation for the parameters of a stationary auto regressive model, Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate, Fixed–size confidence regions for the mean vector of a multinormal distribution, A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean, On stopping times of sequential estimations of the mean of a log-normal distribution, Minimum risk point estimation of Gini index, Purely sequential bounded-risk point estimation of the negative binomial means under various loss functions: Multi-sample problems, An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation, Bounded risk estimation of a finite population mean optimal strategies, Sequential estimation of the difference of means of two negative exponential populations, Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution, Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling, Fixed-width interval estimation of the largest location of k negative exponential populations, Sequential estimation of the autoregressive parameter in a first order autoregressive process, Counting process approach to time sequential and sequential point estimation with censored data, Editor's Special Invited Paper: Sequential Estimation for Time Series Models, On estimating the difference of location parameters of two negative exponential distributions, Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations, Approximations to expected stopping times with applications to sequential estimation, Sequential estimation of the mean exponential survival time under random censoring, Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem, Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model, Sequential estimation of the variance of an unknown distribution, Minimum risk point estimation of the size of a finite population under mark–recapture strategy, EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models, Second-order approximations of a robust sequential procedure in Bayes sequential estimation, On sequential procedures for the point estimation of the mean of a normal population, Sequential point estimation of the means of u-statistics in finite population sampling, Sequential point estimation based on U-statistics, Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies, Sequential and two-stage procedures for selecting the better exponential population covering the case of unknown and unequal scale parameters, Sequential sampling methodologies for comparing strata means∗, THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION
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