High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation

DOI10.1080/07474946.2021.1847966zbMath1464.62362arXiv1910.02829OpenAlexW3136568057MaRDI QIDQ4987193

Ansgar Steland, Yuan-Tsung Chang

Publication date: 29 April 2021

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

Full work available at URL: https://arxiv.org/abs/1910.02829

zbMATH Keywords

high-dimensional datasequential samplingjackknifebig datadata sciencesequential analysis

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Statistical aspects of big data and data science (62R07)

Cites Work

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• A note on the common mean of two normal populations with order restricted variances
• Probability
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Combining Unbiased Estimators

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