A symptotic robustness of sequential confidence intervals and the connection with influence functions

DOI10.1080/07474949608836361MaRDI QIDQ4342153zbMATH OpenOpenAlexFDO

Authors Jan C. Geertsema

Publication date 1 December 1997

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949608836361

zbMATH Keywords

distribution freetrimmed meanWinsorized varianceChow-Robbins procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 3458034 (Why is no real title available?)
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• The Influence Curve and Its Role in Robust Estimation
• The behavior of sequential confidence intervals under contamination

Cited in

(7)

• The behavior of sequential confidence intervals under contamination
• Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals
• scientific article; zbMATH DE number 3945175 (Why is no real title available?)
• ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS
• scientific article; zbMATH DE number 4084795 (Why is no real title available?)
• A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator
• Fixed-width confidence interval based on a minimum Hellinger distance estimator

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