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

DOI10.1080/07474949608836361zbMATH Open0876.62068OpenAlexW2023542351MaRDI QIDQ4342153FDOQ4342153

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

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• ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS
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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)

Cites Work

• The Influence Curve and Its Role in Robust Estimation
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• The behavior of sequential confidence intervals under contamination

Cited In (7)

• Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals
• Title not available (Why is that?)
• ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS
• Title not available (Why is that?)
• 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
• The behavior of sequential confidence intervals under contamination

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