An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation

DOI10.1080/07474949608836363zbMATH Open0876.62070OpenAlexW1972445681MaRDI QIDQ4342155FDOQ4342155

Nitis Mukhopadhyay

Publication date: 3 July 1997

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949608836363

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zbMATH Keywords

distribution-freesecond-order asymptoticsone-sample casetwo-sample caseaccelerated sequential procedurerisk expansionexponential scalenegative exponential examplenormal example

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• Second order approximations for sequential point and interval estimation
• Second order approximation to the risk of a sequential procedure
• Fixed size confidence regions for the difference of the means of two multinormal populations
• Further Remarks on Sequential Estimation: The Exponential Case
• The performance of a sequential procedure for the estimation of the mean
• Sequential estimation problems for negative exponential populations
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• Sequential point estimation of the mean when the distribution is unspecified
• Asymptotic expansions for the moments of a randomly stopped average
• Sequential Estimation of Location Parameter in Exponential Distributions
• A Sequential Analogue of the Behrens-Fisher Problem
• Multivariate sequential point estimation
• Second order properties of accelerated stopping times with applications in sequential estimation

Cited In (24)

• Use of asymmetric loss functions in sequential estimation problems for multiple linear regression
• A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data
• Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
• Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
• Minimum risk point estimation of the size of a finite population under mark–recapture strategy
• On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution
• Theory and practice of second-order expansions for moments of 100 ρ  % accelerated sequential stopping times in parametric and nonparametric estimation with arbitrary fractional ρ
• Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean
• Sequential estimation of exponential lacation parameter using an asymmetric loss function
• A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data
• Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean
• A double-sequential sampling scheme
• Multivariate multistage methodologies for simultaneous all pairwise comparisons.
• Multistage methodologies for comparing several treatments with a control
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary
• Minimum risk point estimation (MRPE) of the mean in an exponential distribution under powered absolute error loss (PAEL) due to estimation plus cost of sampling
• Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics
• Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings
• Multistage partial piecewise sampling and its applications
• Multi-stage minimum risk point estimation (MRPE) of a function of unknown \(\beta\) in a gamma \((\alpha,\beta)\) model with \(\alpha\) known: related problems and illustrations with analysis from simulations and cancer data
• Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
• Second-order (s.o.) multi-stage fixed-width confidence interval (FWCI) estimation strategies for comparing location parameters from two negative exponential (NE) populations: illustrations with cancer data
• Three-stage and accelerated sequential point estimation of the normal mean using LINEX loss function

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