Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption

DOI10.1016/j.jspi.2013.03.027zbMath1279.62166OpenAlexW2042665475MaRDI QIDQ394582

A. S. Yousef, H. I. Hamdy, Alan C. Kimber

Publication date: 27 January 2014

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

Full work available at URL: https://eprints.soton.ac.uk/65555/1/__soton.ac.uk_ude_PersonalFiles_Users_ack1_mydocuments_JSPIpaper_postprint.pdf

zbMATH Keywords

asymptotic relative efficiencykurtosissimulationsskewnessTaylor expansionsregretsquared error loss functionsampling cost

Mathematics Subject Classification ID

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

Related Items

Three-stage minimum risk point estimation with termination defined via Gini’s mean difference ⋮ A general theory of three-stage estimation strategy with second-order asymptotics and its applications ⋮ Three-stage confidence intervals for a linear combination of locations of two negative exponential distributions ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations

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