Sequential point estimation of the mean when the distribution is unspecified
From MaRDI portal
Cites work
- A Sequential Analogue of the Behrens-Fisher Problem
- Convergence rates for U-statistics and related statistics
- Further Remarks on Sequential Estimation: The Exponential Case
- Moments of Randomly Stopped Sums
- Multivariate sequential point estimation
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- REMARKS ON SEQUENTIAL POINT ESTIMATION
- Remarks on sequential estimation of a linear function of two means: the normal case
Cited in
(53)- Fixed–size confidence regions for the mean vector of a multinormal distribution
- Asymptotic considerations for selecting the best component of a multivariate normal population
- Risk-efficient nonparametric sequential estimators
- Bounded risk estimation of a finite population mean optimal strategies
- Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling
- Minimum risk point estimation of the size of a finite population under mark–recapture strategy
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Simultaneous estimation after selection and ranking and other procedures: The negative exponential case
- On sequential procedures for the point estimation of the mean of a normal population
- Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean
- 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
- Sequential estimation for the parameters of a stationary auto regressive model
- Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate
- Sensitivity analysis of multistage sampling to departure of an underlying distribution from normality with computer simulations
- Sequential estimation of the mean of a first-order autoregressive process
- Sequential estimation for time series models
- Sequential estimation of the mean exponential survival time under random censoring
- Practical sequential big data strategies for interval and point estimation problems involving complicated UMVUEs of parametric functions from an exponential family
- Sequential estimation of an inverse Gaussian mean with known coefficient of variation
- A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
- Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution
- Fixed-width interval estimation of the largest location of k negative exponential populations
- Sequential estimation of the variance of an unknown distribution
- Approximations to expected stopping times with applications to sequential estimation
- Sequential estimation of means of linear processes
- On stopping times of sequential estimations of the mean of a log-normal distribution
- Sequential sampling methodologies for comparing strata means∗
- Counting process approach to time sequential and sequential point estimation with censored data
- Asymptotic results for stopping times based on u-statistics
- EDA on the asymptotic normality of the standardized sequential stopping times. II: Distribution-free models
- Replicated piecewise stopping numbers and sequential analysis
- Sequential point estimation of the means of u-statistics in finite population sampling
- Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem
- THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION
- Sequential point estimation based on U-statistics
- Strong laws for randomly indexed U-statistics
- sequential estimation of the mean of a linear process
- Purely sequential bounded-risk point estimation of the negative binomial means under various loss functions: multi-sample problems
- Sequential estimation of the difference of means of two negative exponential populations
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model
- On estimating the difference of location parameters of two negative exponential distributions
- Minimum risk point estimation of Gini index
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
- Sequential estimation of the mean of NEF-PVF distributions
- Sequential and two-stage procedures for selecting the better exponential population covering the case of unknown and unequal scale parameters
- Sequential estimation problems for negative exponential populations
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation
- Distribution-free minimum risk point estimation of the mean under powered absolute error loss plus cost of sampling: Illustrations with cancer data
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
- Second order sequential estimation of the mean exponential survival time under random censoring
- ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
This page was built for publication: Sequential point estimation of the mean when the distribution is unspecified
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3891626)