Convergence rates for two-stage confidence intervals based on U- statistics (Q1118306)
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scientific article; zbMATH DE number 4094618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates for two-stage confidence intervals based on U- statistics |
scientific article; zbMATH DE number 4094618 |
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Convergence rates for two-stage confidence intervals based on U- statistics (English)
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1988
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We consider a modified two-stage procedure for constructing a fixed-width confidence interval for the mean of a U-statistic. First, we discuss a few asymptotic results with the associated rates of convergence. The main result gives the rate of convergence for the coverage probability of our proposed confidence interval which is seen to be slower than that for the purely sequential procedure.
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modified two-stage procedure
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fixed-width confidence interval
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mean
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U- statistic
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asymptotic results
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rates of convergence
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coverage probability
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