Sequential estimation of the variance of an unknown distribution

DOI10.1016/S0378-3758(01)00136-7zbMath0985.62063MaRDI QIDQ5957827

Alexei Dmitrienko, Zakkula Govindarajulu

Publication date: 23 May 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

second-order approximationfixed-width confidence intervalsrisk-efficient estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Sequential estimation (62L12)

Related Items (2)

Sequential confidence intervals for variance components in one-way random models ⋮ Adaptive interval estimation in one-way random effects models

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