Sequential estimation of parameters in one-truncation parameter families under type ii censoring
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Cites work
- A nonlinear renewal theory with applications to sequential analysis. I
- Approximation Theorems of Mathematical Statistics
- scientific article; zbMATH DE number 3766893 (Why is no real title available?)
- scientific article; zbMATH DE number 3636993 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- Minimum variance unbiased estimation for families of distributions involving two truncation parameters
- Minimum variance unbiased estimation in doubly type II censored samples from families of distributions involving two truncation parameters
- On Minimum Variance in Nonregular Estimation
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- On the Strong Law of Large Numbers and the Central Limit Theorem for Martingales
- Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters
- 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
- Unbiased Estimation: Functions of Location and Scale Parameters
Cited in
(4)- Type-I censored sequential \(k\)-out-of-\(n\) systems
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