Plug-In Two-Stage and Sequential Normal Density Estimation Under MISE Loss: Both Mean and Variance are Unknown

DOI10.1080/07474946.2014.856625zbMath1319.62181OpenAlexW2051464455MaRDI QIDQ5169479

Nitis Mukhopadhyay, William Pepe

Publication date: 10 July 2014

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

Full work available at URL: https://doi.org/10.1080/07474946.2014.856625

zbMATH Keywords

robustnessmean integrated squared errornormal densityunknown varianceintegrated squared errorfirst-order efficiencysecond-order efficiencyunknown meanreal data illustrationsfirst-order risk efficiency

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

Cites Work

• Second order approximations for sequential point and interval estimation
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Sequential estimation problems for negative exponential populations
• Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance
• An overview of sequential nonparametric density estimation
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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