EDA on the asymptotic normality of the standardized sequential stopping times. II: Distribution-free models

DOI10.1080/07474946.2020.1823193zbMATH Open1461.62143OpenAlexW3118954346MaRDI QIDQ4965653FDOQ4965653

Authors: Nitis Mukhopadhyay, Chen Zhang 

Publication date: 9 March 2021

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

Full work available at URL: https://doi.org/10.1080/07474946.2020.1823193

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zbMATH Keywords

asymptoticsvariance estimationnonparametricssquared error lossmean estimationfixed-width confidence intervalunknown distributionminimum risk point estimationexploratory data analysis (EDA)standardized stopping time

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Approximations to statistical distributions (nonasymptotic) (62E17) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

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Cited In (5)

• Constrained Bayesian method for testing composite hypotheses concerning normal distribution with equal parameters
• 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
• 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
• 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
• Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data

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