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1. |
A three-stage procedure based on bootstrap critical points |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page 93-113
M. Aerts,
I. Gijbels,
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摘要:
The construction of fixed-width confidence intervals for an unknown population parameter is often based on the normal approximation of an appropriate statistic. In this paper we follow a different approach using bootstrap appro¬ximations, which are known to have a high degree of accuracy. It is expected that such an approximation leads to better results, at least in the second order behaviour.In order to avoid computationally very costly procedures,inherent to a fully sequential method,we implement the bootstrap ideas in a three-stage procedure.Simulation results illustrate the performance of the proposed procedure for small and moderate sample sizes.To support the method we establish some basic asymptotic properties.
ISSN:0747-4946
DOI:10.1080/07474949308836272
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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2. |
Sequential slippage tests using Robbins-Lai's invariant confidence sequences |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page 115-124
Takahiko Hara,
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PDF (515KB)
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摘要:
The paper deals with two kinds of location-slippage testing problems.The alternative hypothesis says that there is a single slippage in one kind of problems,and that there are multiple slippages in the other kind. In a location slippage model, by using Robbins' inequality, Robbins-Lai's invariant confidence sequences for slippage are constructed for both of the problems and sequential slippage tests using those confidence sequences are proposed.
ISSN:0747-4946
DOI:10.1080/07474949308836273
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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3. |
The exact approximation order of the random maximum Of cumulative sums Of independent variables |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page 125-144
S.B. Fotopoulos,
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PDF (779KB)
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摘要:
We investigate the asymptotic behavior of the uniform distance between the distributions of the random maximum of cumulative sums andwhere Wtis the Wiener process. It is assumed here that the variates are independent and identically distributed. We show that, under some weak conditions on the random index of the maximum, the approximation order of the uniform distance is as sharp as in the Berry-Essen Inequality. The main tools of achieving this are the use of the Hausdorff-metric and some probabilistic arguments.
ISSN:0747-4946
DOI:10.1080/07474949308836274
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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4. |
Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page 145-167
M. Aerts,
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PDF (1023KB)
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摘要:
A broad class of statistics Mncan be viewed as solutions to an equation of the form
ISSN:0747-4946
DOI:10.1080/07474949308836275
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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5. |
Fixed width confidence bands for density functions |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page 169-177
Adam T. Martinsek,
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PDF (478KB)
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摘要:
The problem of constructing confidence bands with prescribed width and confidence for an unknown density function is considered. A two stage procedure, based on the confidence bands of Bickel and Rosenblatt (1973), is proposed and shown to achieve the desired goals.Moreover, the procedure is asymptotically efficient with respect to sample size. The possibility of using a fully sequential approach is exploredthe technical difficulties in this case are formidable, and perhaps insurmountable.
ISSN:0747-4946
DOI:10.1080/07474949308836276
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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6. |
Replicated piecewise stopping numbers and sequential analysis |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page 179-197
Nitis Mukhopadhyay,
Pranab k. Sen,
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PDF (1166KB)
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摘要:
For certain basic problems in sequential analysis,it is shown that a piecewise sequential methodology resting on replicated piecewise stopping numbers provides a natural estimate of the variance of the overall stopping variable without compromising much on the performancecharacteristics of the estimation rules.
ISSN:0747-4946
DOI:10.1080/07474949308836277
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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7. |
Editorial board |
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Sequential Analysis,
Volume 12,
Issue 2,
1993,
Page -
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PDF (21KB)
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ISSN:0747-4946
DOI:10.1080/07474949308836271
出版商:Marcel Dekker, Inc.
年代:1993
数据来源: Taylor
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