Sequential point estimation based on U-statistics

DOI10.1080/07474948808836152zbMath0687.62067OpenAlexW2037298959MaRDI QIDQ4206260

Girish Aras

Publication date: 1988

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948808836152

zbMATH Keywords

second order approximationuniform integrabilityU-statisticsregretnonlinear renewal theorynonparametric sequential estimationestimable parameternonparametric point estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12)

Related Items (2)

Moments of randomly stopped \(U\)-statistics ⋮ Sequential estimation of the mean of a first-order autoregressive process

Cites Work

• Asymptotic optimal sequential estimation: The Poisson case
• The performance of a sequential procedure for the estimation of the mean
• On the expansion for expected sample size in nonlinear renewal theory
• Bounded regret of a sequential procedure for estimation of the mean
• Second order approximations for sequential point and interval estimation
• Approximation Theorems of Mathematical Statistics
• Sequential point estimation of the mean when the distribution is unspecified
• Moments of Randomly Stopped Sums
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Further Remarks on Sequential Estimation: The Exponential Case
• A Class of Statistics with Asymptotically Normal Distribution

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