Pages that link to "Item:Q3891626"
From MaRDI portal
The following pages link to Sequential point estimation of the mean when the distribution is unspecified (Q3891626):
Displaying 50 items.
- Sequential estimation of the mean exponential survival time under random censoring (Q580856) (← links)
- Sequential and two-stage procedures for selecting the better exponential population covering the case of unknown and unequal scale parameters (Q797238) (← links)
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation (Q841005) (← links)
- Risk-efficient nonparametric sequential estimators (Q1086958) (← links)
- Asymptotic considerations for selecting the best component of a multivariate normal population (Q1087262) (← links)
- Simultaneous estimation after selection and ranking and other procedures: The negative exponential case (Q1107243) (← links)
- Second order sequential estimation of the mean exponential survival time under random censoring (Q1121622) (← links)
- A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean (Q1147459) (← links)
- On stopping times of sequential estimations of the mean of a log-normal distribution (Q1148644) (← links)
- Sequential estimation of the mean of NEF-PVF distributions (Q1372345) (← links)
- \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression (Q1378758) (← links)
- Minimum risk point estimation of Gini index (Q1698212) (← links)
- Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem (Q1786904) (← links)
- On sequential procedures for the point estimation of the mean of a normal population (Q1824327) (← links)
- Sequential estimation of means of linear processes (Q1902119) (← links)
- Sequential estimation of an inverse Gaussian mean with known coefficient of variation (Q2135607) (← links)
- Purely sequential and \(k\)-stage procedures for estimating the mean of an inverse Gaussian distribution (Q2218842) (← links)
- Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies (Q2329873) (← links)
- Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations (Q2787038) (← links)
- Second Order Asymptotics of an Accelerated Sequential Procedure for Estimating the Mean (Q2903215) (← links)
- Sequential sampling methodologies for comparing strata means<sup>∗</sup> (Q3135593) (← links)
- THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION (Q3148282) (← links)
- Sequential estimation of the mean of a first-order autoregressive process (Q3212154) (← links)
- On estimating the difference of location parameters of two negative exponential distributions (Q3332105) (← links)
- Sequential estimation problems for negative exponential populations (Q3474132) (← links)
- Asymptotic results for stopping times based on u-statistics (Q3704769) (← links)
- Strong laws for randomly indexed <i>U</i>-statistics (Q3718021) (← links)
- Fixed–size confidence regions for the mean vector of a multinormal distribution (Q3769788) (← links)
- Bounded risk estimation of a finite population mean optimal strategies (Q3795043) (← links)
- Sequential estimation of the difference of means of two negative exponential populations (Q3795101) (← links)
- Fixed-width interval estimation of the largest location of k negative exponential populations (Q3816865) (← links)
- Sequential estimation of the autoregressive parameter in a first order autoregressive process (Q3823021) (← links)
- Counting process approach to time sequential and sequential point estimation with censored data (Q3823022) (← links)
- Sequential point estimation of the means of u-statistics in finite population sampling (Q3914206) (← links)
- sequential estimation of the mean of a linear process (Q4012356) (← links)
- Sequential point estimation based on U-statistics (Q4206260) (← links)
- Sequential estimation for the parameters of a stationary auto regressive model (Q4317763) (← links)
- An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation (Q4342155) (← links)
- ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization (Q4561224) (← links)
- Purely sequential bounded-risk point estimation of the negative binomial means under various loss functions: Multi-sample problems (Q4603857) (← links)
- Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling (Q4632470) (← links)
- Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate (Q4855205) (← links)
- Approximations to expected stopping times with applications to sequential estimation (Q4944013) (← links)
- Minimum risk point estimation of the size of a finite population under mark–recapture strategy (Q4959345) (← links)
- EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models (Q4965653) (← links)
- Second-order approximations of a robust sequential procedure in Bayes sequential estimation (Q4965660) (← links)
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
- Replicated piecewise stopping numbers and sequential analysis (Q5286687) (← links)
- Sequential estimation of the variance of an unknown distribution (Q5957827) (← links)
