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

\(U\)-statisticsasymptotic expansionsdecouplingHoeffding decompositionmartingale inequalitiesmartingalesnonlinear renewal theorysequential samplesstopping timesWald's equation

Mathematics Subject Classification ID

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

Recommendations

• On Wald's equation for U-statistical sums
• scientific article; zbMATH DE number 434649
• Wald's equation for a class of denormalized \(U\)-statistics
• A denormalized U-statistic which cannot be decoupled from some associated stopping times
• Moments of randomly stopped U-statistics

Cites work

• 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
• 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?)
• 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)

• \(L_ p\) 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
• scientific article; zbMATH DE number 434649 (Why is no real title available?)
• Asymptotic results for stopping times based on u-statistics
• Wald's equation for a class of denormalized \(U\)-statistics

This page was built for publication: Wald’s equation and asymptotic bias of randomly stopped 𝑈-statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4333030)