Sequential estimation of parameters in one-truncation parameter families under type ii censoring
From MaRDI portal
Publication:4342156
DOI10.1080/07474949608836364zbMath0876.62071MaRDI QIDQ4342156
A. Nanthakumar, Kandasamy Selvavel
Publication date: 3 December 1997
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949608836364
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimum variance unbiased estimation for families of distributions involving two truncation parameters
- Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters
- A nonlinear renewal theory with applications to sequential analysis. I
- Minimum variance unbiased estimation in doubly type II censored samples from families of distributions involving two truncation parameters
- Unbiased Estimation: Functions of Location and Scale Parameters
- Approximation Theorems of Mathematical Statistics
- Unbiased estimation in sampling from two one- truncation parameter families when both samples are type ii censored
- Unbiased estimation in type II censored samples from a one-truncation parameter density
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
- On Minimum Variance in Nonregular Estimation