Sequential estimation of the variance of an unknown distribution

DOI10.1016/S0378-3758(01)00136-7MaRDI QIDQ5957827zbMATH OpenFDO

Authors Z. Govindarajulu, Alex Dmitrienko

Publication date 23 May 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0378-3758(01)00136-7

zbMATH Keywords

fixed-width confidence intervalsrisk-efficient estimationsecond-order approximation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12) Monte Carlo methods (65C05)

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Cites work

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• A nonlinear renewal theory with applications to sequential analysis. I
• A note on minimum risk point estimation of the variance of a normal population
• A note on sequential estimation of the normal variance
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Further Remarks on Sequential Estimation: The Exponential Case
• scientific article; zbMATH DE number 3155182 (Why is no real title available?)
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• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
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• Second order approximations for sequential point and interval estimation
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• sequestial estimation of a tail probabality of an unknown distribution
• The performance of a sequential procedure for the estimation of the mean

Cited in

(10)

• Sequential simultaneous estimation of the mean and variance: The rate of convergence
• Variance estimation in adaptive sequential Monte Carlo
• Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
• Adaptive interval estimation in one-way random effects models
• Variance Estimation for Statistics Computed from Single Recurrent Event Processes
• sequestial estimation of a tail probabality of an unknown distribution
• Sequential estimation of the variance of a normal distribution
• Purely sequential FWCI and MRPE problems for the mean of a normal population by sampling in groups with illustrations using breast cancer data
• On sequential estimation of a normal distribution having equal mean and variance
• Sequential confidence intervals for variance components in one-way random models

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