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A Nonparametric Sequential Point Estimator

 

作者: Werner Goldmank,  

 

期刊: Statistics  (Taylor Available online 1991)
卷期: Volume 22, issue 1  

页码: 133-141

 

ISSN:0233-1888

 

年代: 1991

 

DOI:10.1080/02331889108802293

 

出版商: Akademie-Verlag

 

关键词: Sequential estimation;asymptotic consistency;asymptotic sample-size-efficiency;U-statistics;uniform integrability

 

数据来源: Taylor

 

摘要:

Let x1:, x2, x:3, ... be a sequence of independent identically distributed random variables with unknown distribution function F. We want to estimate an estimable para-meter functionby the corresponding sequence unof U-statistics with loss function.For a given t > 0 there exists no fixed sample size guaranteeing that the risk Rn=E(Ln) is less than t. In analogy to CHOW ROBBINS (1965) asymptoti c consistency and asymptotic sample-size-efficiency are defined and an appropriate stopping time is given

 

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