ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS

DOI10.1081/SQA-100107650zbMath1008.62070OpenAlexW2018405039MaRDI QIDQ4331112

Jan C. Geertsema, F. H. J. Kanfer

Publication date: 10 April 2003

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

Full work available at URL: https://doi.org/10.1081/sqa-100107650

zbMATH Keywords

influence functionasymptotic theorycontaminationgross errorssample minimum

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Sequential estimation (62L12)

Cites Work

• Two stage fixed width confidence intervals for the common location parameter of several exponential distributins
• The behavior of sequential confidence intervals under contamination
• The Influence Curve and Its Role in Robust Estimation
• Sequential Estimation of Location Parameter in Exponential Distributions
• A symptotic robustness of sequential confidence intervals and the connection with influence functions
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation

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