Moments of randomly stopped \(U\)-statistics

DOI10.1214/aop/1023481120zbMath0902.60037OpenAlexW2047830941MaRDI QIDQ1381578

Tze Leung Lai, Victor H. de la Peña

Publication date: 2 December 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1023481120

zbMATH Keywords

martingalesstopping timesWald identity

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12) (L^p)-limit theorems (60F25)

Related Items

Decoupling and domination inequalities with application to Wald's identity for martingales ⋮ Sharp bounds for \(L\)-statistics from dependent samples of random length ⋮ On Wald's equation for \(U\)-statistical sums ⋮ Approximations to expected stopping times with applications to sequential estimation ⋮ sequestial estimation of a tail probabality of an unknown distribution

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