Convergence rates for two-stage confidence intervals based on U- statistics

DOI10.1007/BF00053959zbMath0668.62056OpenAlexW2039249694MaRDI QIDQ1118306

G. Vik, Nitis Mukhopadhyay

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053959

zbMATH Keywords

meanrates of convergencecoverage probabilityasymptotic resultsfixed-width confidence intervalU- statisticmodified two-stage procedure

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

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• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Asymptotic results for stopping times based on u-statistics
• On the convergence rate of fixed-width sequential confidence intervals
• Convergence rates of sequential confidence intervals and tests for the mean of a u-statistic
• Stein's two-stage procedure and exact consistency
• Asymptotic Properties of U-Statistics
• The exact approximation order in the central-limit-theorem for random summation
• Sample Size Required for Estimating the Variance Within $d$ Units of the True Value
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Class of Statistics with Asymptotically Normal Distribution

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