A symptotic robustness of sequential confidence intervals and the connection with influence functions

DOI10.1080/07474949608836361zbMath0876.62068OpenAlexW2023542351MaRDI QIDQ4342153

Jan C. Geertsema

Publication date: 1 December 1997

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

Full work available at URL: https://doi.org/10.1080/07474949608836361

zbMATH Keywords

trimmed meandistribution freeWinsorized varianceChow-Robbins procedure

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

Related Items (3)

ROBUSTNESS PROPERTIES OF A SEQUENTIAL CONFIDENCE INTERVAL FOR THE COMMON LOCATION PARAMETER OF A NUMBER OF EXPONENTIAL POPULATIONS ⋮ Fixed-width confidence interval based on a minimum Hellinger distance estimator ⋮ A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator

Cites Work

• Unnamed Item
• The behavior of sequential confidence intervals under contamination
• The Influence Curve and Its Role in Robust Estimation
• 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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