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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