EDA on the asymptotic normality of the standardized sequential stopping times, Part-II: Distribution-free models

DOI10.1080/07474946.2020.1823193zbMath1461.62143OpenAlexW3118954346MaRDI QIDQ4965653

Nitis Mukhopadhyay, Chen Zhang

Publication date: 9 March 2021

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

Full work available at URL: https://doi.org/10.1080/07474946.2020.1823193

zbMATH Keywords

asymptoticssquared error lossnonparametricsvariance estimationmean estimationfixed-width confidence intervalunknown distributionminimum risk point estimationexploratory data analysis (EDA)standardized stopping time

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Approximations to statistical distributions (nonasymptotic) (62E17) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (2)

A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data ⋮ Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary

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