A pilot Monte Carlo study of two sequential estimation procedures based on generalized U-statistics
作者:
George W. Williams,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1978)
卷期:
Volume 7,
issue 2
页码: 129-149
ISSN:0361-0918
年代: 1978
DOI:10.1080/03610917808812066
出版商: Marcel Dekker, Inc.
关键词: consistency;efficiency;generalized variance;bivariate normal distribution;Wilcoxon statistic;Lehmann’s scale statistic;estimable parameters;confidence region
数据来源: Taylor
摘要:
Recently two sequential estimation procedures based on generalized U-statistics have appeared in the statistical literature [Williams and Sen (1973, 1974)]. One of these procedures concerns the multi-sample problem of estimating a vector of parameters when the total sample size is fixed. The other procedure concerns the multi-sample problem of constructing a confidence ellipsoid of bounded maximum width for a vector of parameters. To supplement the asymptotic theory discussed in these earlier papers, a Monte Carlo study investigating the efficiency of these procedures for moderate sample sizes would be useful. This paper describes a preliminary Monte Carlo study utilizing a small number of replications and performed to provide information for the design of a more extensive study.
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