Sequential procedures based on M-estimators with discontinuous score functions

DOI10.1016/0378-3758(81)90005-7zbMath0482.62071OpenAlexW1967131580MaRDI QIDQ1162780

Pranab Kumar Sen, Jana Jureckova

Publication date: 1981

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3196

zbMATH Keywords

weak convergenceasymptotic normalitysequential testsregression parameterstopping variablesjump-discontinuitiesbounded-width sequential confidence intervals

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Functional limit theorems; invariance principles (60F17) Sequential estimation (62L12)

Related Items

On stable laws for estimating functions and derived estimators, Sequential fixed width confidence intervals for regression parameters from censored data with a discrete covariate, Asymptotic properties of robust three-stage procedure based on bootstrap for \(M\)-estimator, Second order asymptotic relations of M-estimators and R-estimators in two-sample location model, Increasing the Power of the Test Through Pre-Test – A Robust Method, Sequential tests based on rank regression scores, Asymptotic representation of L-estimators and their relations to M-estimators, On shrinkage m-estimators of location parameters, Unnamed Item, M-methods in multivariate linear models

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