Two-stage and fully sequential determination of estimator as well as sample size
type: Item
instance of: scholarly article
title: Two-stage and fully sequential determination of estimator as well as sample size
zbMATH Open document ID: 0623.62074
DOI: 10.1016/0378-3758(87)90098-X
published in: Journal of Statistical Planning and Inference
publication date: 1987-01-01T00:00:00Z
review text: A two-stage procedure for determining estimator as well as sample size is proposed for certain interval estimation problems. It is shown that the two-stage procedure has the same first order asymptotic properties as a previously introduced fully sequential procedure [the author, Ann. Stat. 12, 533-550 (1984; Zbl 0544.62075)] that requires much more computation. Monte Carlo results are given on the performance of both the two-stage and fully sequential procedures. A brief summary of results for a related point estimation problem is also given.
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 4011704
zbMATH Keywords: adaptive estimation
zbMATH Keywords: trimmed mean
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: two-stage procedure
zbMATH Keywords: interval estimation problems
zbMATH Keywords: first order asymptotic properties
zbMATH Keywords: Monte Carlo results
zbMATH Keywords: fully sequential procedures
author: Adam T. Martinsek
MaRDI profile type: Publication
cites work: Q5812603
cites work: Q3959963
cites work: The jackknife estimate of variance
cites work: Robust Statistics
cites work: Some Flexible Estimates of Location
cites work: Sequential determination of estimator as well as sample size
cites work: Q3857500
full work available at URL: 0378-3758(87)90098-x
OpenAlex ID: W2066970068
description: scientific article; zbMATH DE number 4011704