Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves

DOI10.1080/07474949308836275MaRDI QIDQ5286685zbMATH OpenOpenAlexFDO

Authors Marc Aerts

Publication date 18 September 1994

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949308836275

zbMATH Keywords

jackknifeasymptotic representationsgeneralized \(M\)-statisticsnonparametric sequential fixed-width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

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Cites work

• A Comparison of Two Approaches to Fixed-Width Confidence Interval Estimation
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Approximation Theorems of Mathematical Statistics
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Confidence Intervals for Bisquare Regression Estimates
• On a class of stopping times for M-estimators
• On almost sure expansions for M-estimates
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Sequential confidence intervals based on generalized m-statistics
• The asymptotics for studentized K-Step M-Estimators of location

Cited in

(1)

• Sequential confidence intervals based on generalized m-statistics

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