Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter
DOI10.1080/01966324.1991.10737299zbMath0743.62025OpenAlexW2136591267WikidataQ58280321 ScholiaQ58280321MaRDI QIDQ3988374
Publication date: 28 June 1992
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1991.10737299
asymptotic efficiencyFisher informationasymptotic consistencyadaptive estimationlocation parameterexpected sample sizetwo-stage procedureasymptotically consistent fixed-width confidence intervaladaptive maximum likelihood estimatorstranslation equivariant estimators
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
- Optimal, fixed length, nonparametric sequential confidence limits for a translation parameter
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
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