Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics

DOI10.1090/S0002-9939-97-03574-0MaRDI QIDQ4333030zbMATH OpenOpenAlexFDO

Authors Victor H. de la Peña, Tze Leung Lai

Publication date 19 February 1997

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-97-03574-0

zbMATH Keywords

\(U\)-statisticsmartingalesasymptotic expansionsstopping timesdecouplingmartingale inequalitiesHoeffding decompositionnonlinear renewal theoryWald's equationsequential samples

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• scientific article; zbMATH DE number 3766893 (Why is no real title available?)
• scientific article; zbMATH DE number 3620754 (Why is no real title available?)
• scientific article; zbMATH DE number 777879 (Why is no real title available?)
• scientific article; zbMATH DE number 3072540 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A method of approximating expectations of functions of sums of independent random variables
• A nonlinear renewal theory with applications to sequential analysis. I
• Asymptotic expansions for the moments of a randomly stopped average
• Convergence rates for U-statistics and related statistics
• Estimation Following Sequential Tests
• Second order approximations for sequential point and interval estimation
• Sequential analysis. Tests and confidence intervals
• The Theory of Unbiased Estimation
• Wald's equation for a class of denormalized \(U\)-statistics

Cited in

(7)

• Moments of randomly stopped \(U\)-statistics
• Wald's equation for a class of denormalized \(U\)-statistics
• Decoupling and domination inequalities with application to Wald's identity for martingales
• Asymptotic results for stopping times based on u-statistics
• scientific article; zbMATH DE number 434649 (Why is no real title available?)
• On Wald's equation for U-statistical sums
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression

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