Fixed-width confidence interval based on a minimum Hellinger distance estimator

DOI10.1016/j.jspi.2005.07.007zbMath1099.62091OpenAlexW2043189444MaRDI QIDQ2507890

Xinyu Wei, Sangyeol Lee, T. N. Sriram

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.07.007

zbMATH Keywords

asymptotic efficiencyFisher informationmaximum likelihood estimatorstopping ruleasymptotic consistencyfixed-width confidence intervalminimum hellinger distance estimator

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Monte Carlo methods (65C05) Sequential estimation (62L12)

Related Items (2)

Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study ⋮ A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator

Cites Work

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