On stopping times for fixed-width confidence regions

DOI10.1080/07474949208836254MaRDI QIDQ4013271zbMATH OpenOpenAlexFDO

Authors John I. Crowell, Pranab K. Sen

Publication date 27 September 1992

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949208836254

zbMATH Keywords

asymptotic coverage probabilityasymptotic normality of stopping timebootstrap confidence band procedurefixed-width confidence band estimationsequential confidence regionstatistical functional processsufficient conditions for asymptotic efficiency

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Optimal stopping in statistics (62L15)

Recommendations

• A General Method of Determining Fixed-Width Confidence Intervals
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• EDA on the asymptotic normality of the standardized sequential stopping times. I: Parametric models
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• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function

Cites work

• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Bootstrapping empirical functions
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• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Some asymptotic theory for the bootstrap
• The Density of the Distribution of the Maximum of a Gaussian Process

Cited in

(9)

• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function
• Application of limit theorems for superposition of random functions to sequential estimation
• Note on an improvement in two stage sampling scheme
• Two-Stage Stopping Procedures Based on Standardized Time Series
• Fixed diameter confidence ellipsoid in time-sequential models
• Selecting Stopping Rules for Confidence Interval Procedures
• Sequential confidence intervals for time series
• On regression-based stopping times
• On a class of stopping times for M-estimators

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