Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics
From MaRDI portal
Publication:4333030
DOI10.1090/S0002-9939-97-03574-0zbMath0867.60025MaRDI QIDQ4333030
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
martingales; asymptotic expansions; \(U\)-statistics; decoupling; stopping times; martingale inequalities; Hoeffding decomposition; nonlinear renewal theory; Wald's equation; sequential samples
60G40: Stopping times; optimal stopping problems; gambling theory
62L10: Sequential statistical analysis
62L12: Sequential estimation
Related Items
\(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression, Moments of randomly stopped \(U\)-statistics, Decoupling and domination inequalities with application to Wald's identity for martingales, On Wald's equation for \(U\)-statistical sums
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Wald's equation for a class of denormalized \(U\)-statistics
- Sequential analysis. Tests and confidence intervals
- A method of approximating expectations of functions of sums of independent random variables
- Convergence rates for U-statistics and related statistics
- Second order approximations for sequential point and interval estimation
- A nonlinear renewal theory with applications to sequential analysis. I
- Asymptotic expansions for the moments of a randomly stopped average
- Estimation Following Sequential Tests
- A Class of Statistics with Asymptotically Normal Distribution
- The Theory of Unbiased Estimation