sequestial estimation of a tail probabality of an unknown distribution

DOI10.1080/07474949808836412zbMath0914.62057OpenAlexW1968087718MaRDI QIDQ4225634

Alexei Dmitrienko, Zakkula Govindarajulu

Publication date: 13 January 1999

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949808836412

zbMATH Keywords

Bahadur representationrisk-efficiency

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12)

Related Items (2)

Sequential estimation of the variance of an unknown distribution ⋮ Sequential determination of the number of bootstrap samples

Cites Work

• Bounded regret of a sequential procedure for estimation of the mean
• On the ``Demon problem of Youden
• Moments of randomly stopped \(U\)-statistics
• Asymptotic expansions for the moments of a randomly stopped average
• On uniform integrability and asymptotically risk-efficient sequential estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Note on Quantiles in Large Samples
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• The Sample Mean Among the Extreme Normal Order Statistics
• Two problems in sets of measurements

This page was built for publication: sequestial estimation of a tail probabality of an unknown distribution