On stopping times for fixed-width confidence regions

DOI10.1080/07474949208836254zbMATH Open0748.62045OpenAlexW1996243536MaRDI QIDQ4013271FDOQ4013271

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

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zbMATH Keywords

asymptotic coverage probabilitysequential confidence regionasymptotic normality of stopping timebootstrap confidence band procedurefixed-width confidence band estimationstatistical functional processsufficient conditions for asymptotic efficiency

Mathematics Subject Classification ID

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

Cites Work

• Some asymptotic theory for the bootstrap
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Title not available (Why is that?)
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Density of the Distribution of the Maximum of a Gaussian Process
• Bootstrapping empirical functions
• On large deviations of the empiric D.F. of vector chance variables and a law of the iterated logarithm
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (6)

• Two-Stage Stopping Procedures Based on Standardized Time Series
• On a class of stopping times for M-estimators
• Note on an improvement in two stage sampling scheme
• Selecting Stopping Rules for Confidence Interval Procedures
• On regression-based stopping times
• Asymptotic consistency of fixed-width sequential confidence intervals for a multiple regression function

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