Two-stage and fully sequential determination of estimator as well as sample size (Q1091723)
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scientific article; zbMATH DE number 4011704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage and fully sequential determination of estimator as well as sample size |
scientific article; zbMATH DE number 4011704 |
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Two-stage and fully sequential determination of estimator as well as sample size (English)
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1987
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A two-stage procedure for determining estimator as well as sample size is proposed for certain interval estimation problems. It is shown that the two-stage procedure has the same first order asymptotic properties as a previously introduced fully sequential procedure [the author, Ann. Stat. 12, 533-550 (1984; Zbl 0544.62075)] that requires much more computation. Monte Carlo results are given on the performance of both the two-stage and fully sequential procedures. A brief summary of results for a related point estimation problem is also given.
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adaptive estimation
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trimmed mean
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asymptotic efficiency
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two-stage procedure
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interval estimation problems
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first order asymptotic properties
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Monte Carlo results
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fully sequential procedures
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