Strong laws for randomly indexed U-statistics
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Publication:3718021
DOI10.1017/S0305004100063763zbMath0589.62064OpenAlexW2142108801WikidataQ114849934 ScholiaQ114849934MaRDI QIDQ3718021
Publication date: 1985
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0305004100063763
sequential fixed-width confidence intervalsjackknife estimator of variancerandomly indexed U-statisticsrandomly stopped U-statisticsstrong Wiener process approximation
Cites Work
- Strong approximation of renewal processes
- On the Berry-Esseen theorem for random U-statistics
- Approximation Theorems of Mathematical Statistics
- On the convergence rate of fixed-width sequential confidence intervals
- Sequential point estimation of the mean when the distribution is unspecified
- Invariance Principles in Statistics, Correspondent Paper
- Asymptotic Properties of U-Statistics
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- Functional central limit theorems for processes with positive drift and their inverses
- Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
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