A Nonparametric Sequential Point Estimator

DOI10.1080/02331889108802293zbMath0738.62079OpenAlexW2018974614MaRDI QIDQ3971445

W. Goldmann

Publication date: 25 June 1992

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802293

zbMATH Keywords

uniform integrabilityU-statisticsriskasymptotic consistencyasymptotic sample-size-efficiency

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items (1)

Risk-efficient nonparametric sequential estimators

Cites Work

• Sequential nonparametric fixed-width confidence intervals for U-statistics
• Risk-efficient nonparametric sequential estimators
• Rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics
• Convergence rates for U-statistics and related statistics
• Extended renewal theory and moment convergence in Anscombe's theorem
• A Nonparametric Sequential Point Estimator of the Mean
• M–Estimtors and l–estimators of location: uniform integrability and asymptotic risk–efficient sequential versions
• 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
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions
• A Class of Statistics with Asymptotically Normal Distribution

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