A Nonparametric Sequential Point Estimator
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Publication:3971445
DOI10.1080/02331889108802293zbMATH Open0738.62079OpenAlexW2018974614MaRDI QIDQ3971445FDOQ3971445
Authors: W. Goldmann 
Publication date: 25 June 1992
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889108802293
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Cites Work
- A Class of Statistics with Asymptotically Normal Distribution
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Convergence rates for U-statistics and related statistics
- Extended renewal theory and moment convergence in Anscombe's theorem
- Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
- Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics
- Sequential nonparametric fixed-width confidence intervals for U-statistics
- Risk-efficient nonparametric sequential estimators
- A Nonparametric Sequential Point Estimator of the Mean
Cited In (8)
- Bias reduction and negative regret in sequential point extimation
- Risk-efficient nonparametric sequential estimators
- Sequential kernel estimation of the conditional intensity of nonstationary point processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sequential point estimation based on U-statistics
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