Sequential point estimation of the means of u-statistics in finite population sampling

DOI10.1080/03610928108828183zbMath0463.62013OpenAlexW2106673602MaRDI QIDQ3914206

Malay Ghosh

Publication date: 1981

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928108828183

zbMATH Keywords

squared error lossU-statisticscostsimple random sampling without replacementbackward martingalesfinite population samplingasymptotic risk efficiencysequential point estimation of means

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Sequential estimation (62L12)

Cites Work

• The performance of a sequential procedure for the estimation of the mean
• Limit theorems for sampling from finite populations
• Sequential point estimation of the mean when the distribution is unspecified
• Invariance principles for jackknifing U-statistics for finite population sampling and some applications
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• On the Properties of U-Statistics When the Observations are not Independent
• Unnamed Item

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