Sequential confidence intervals based on generalized m-statistics

DOI10.1080/07474948708836126MaRDI QIDQ3779614zbMATH OpenOpenAlexFDO

Authors Marc Aerts, Paul Janssen, Noël Veraverbeke

Publication date 1987

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948708836126

zbMATH Keywords

Asymptotic properties of sequential fixed-width confidence intervalsBahadur representationscentral limit theoremgeneralized M-estimatorsgeneralized quantilesjackknifestrong consistencystrong representationsU- statisticsweak representation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) 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 location estimator based on a U-statistic
• A New Method for Constructing Approximate Confidence Intervals from M Estimates
• A New Proof of the Bahadur Representation of Quantiles and an Application
• 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
• Generalized L-, M-, and R-statistics
• Jackknifing U-Statistics
• On almost sure expansions for M-estimates
• On the asymptotic normality of statistics with estimated parameters
• Sequential Confidence Intervals Based on Rank Tests
• Sequential nonparametric fixed-width confidence intervals for U-statistics
• Some invariance principles relating to jackknifing and their role in sequential analysis
• THE CONVERGENCE RATE OF SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR REGULAR FUNCTIONALS

Cited in

(8)

• Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals
• Sequential fixed-width confidence intervals for quantiles in the presence of censoring
• Confidence intervals through sequential Monte Carlo
• Sequential Confidence Intervals Based on Generalized Hodges–Lehmann Location Estimators and Related Statistics
• scientific article; zbMATH DE number 4084795 (Why is no real title available?)
• Asymptotic Confidence Intervals Based on M-procedures in One- and Two-sample Models
• Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves
• Sequential confidence intervals for variance components in one-way random models

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