Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves

DOI10.1080/07474949308836275zbMath0795.62067OpenAlexW2005221599MaRDI QIDQ5286685

Marc Aerts

Publication date: 18 September 1994

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

Full work available at URL: https://doi.org/10.1080/07474949308836275

zbMATH Keywords

asymptotic representationsjackknifegeneralized \(M\)-statisticsnonparametric sequential fixed-width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

Cites Work

• On a class of stopping times for M-estimators
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• A note on differentials and the CLT and LIL for statistical functions, with application to M-estimates
• On almost sure expansions for M-estimates
• Approximation Theorems of Mathematical Statistics
• Sequential confidence intervals based on generalized m-statistics
• Confidence Intervals for Bisquare Regression Estimates
• A Comparison of Two Approaches to Fixed-Width Confidence Interval Estimation
• The asymptotics for studentized K-Step M-Estimators of location
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation

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