The behavior of sequential confidence intervals under contamination
From MaRDI portal
Publication:3759757
DOI10.1080/07474948708836117zbMath0622.62083OpenAlexW2065119017MaRDI QIDQ3759757
Publication date: 1987
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948708836117
robustnessstopping timeinfluence functionasymptotic coverage probabilitysample standard deviationsequential confidence intervalgross errorscontamination modelsChow-Robbins procedurefractile-difference estimator
Related Items (4)
ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS ⋮ A symptotic robustness of sequential confidence intervals and the connection with influence functions ⋮ Fixed-width confidence interval based on a minimum Hellinger distance estimator ⋮ A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator
Cites Work
- Unnamed Item
- Unnamed Item
- Sequential determination of estimator as well as sample size
- Second order approximations for sequential point and interval estimation
- Approximation Theorems of Mathematical Statistics
- On the corporate of the coverage probability of a sequential confidence interval based on the sign test
- Robust estimation of standard deviation
- The Influence Curve and Its Role in Robust Estimation
- The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- A Note on Quantiles in Large Samples
- On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Sequential Confidence Intervals Based on Rank Tests
- Robust Statistics
This page was built for publication: The behavior of sequential confidence intervals under contamination