Sequential confidence intervals based on generalized m-statistics
DOI10.1080/07474948708836126zbMath0638.62077OpenAlexW2051014834MaRDI QIDQ3779614
Paul Janssen, Noël Veraverbeke, Marc Aerts
Publication date: 1987
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948708836126
central limit theoremstrong consistencyjackknifegeneralized quantilesU- statisticsweak representationBahadur representationsgeneralized M-estimatorsstrong representationsAsymptotic properties of sequential fixed-width confidence intervals
Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)
Related Items (2)
Cites Work
- Generalized L-, M-, and R-statistics
- Sequential nonparametric fixed-width confidence intervals for U-statistics
- A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
- On the asymptotic normality of statistics with estimated parameters
- A location estimator based on a U-statistic
- Some invariance principles relating to jackknifing and their role in sequential analysis
- On almost sure expansions for M-estimates
- Approximation Theorems of Mathematical Statistics
- THE CONVERGENCE RATE OF SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR REGULAR FUNCTIONALS
- A New Method for Constructing Approximate Confidence Intervals from M Estimates
- A Comparison of Two Approaches to Fixed-Width Confidence Interval Estimation
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Jackknifing $U$-Statistics
- Sequential Confidence Intervals Based on Rank Tests
- A New Proof of the Bahadur Representation of Quantiles and an Application
This page was built for publication: Sequential confidence intervals based on generalized m-statistics
