摘要:

A broad class of statistics including U-statistics and generalized quantiles (U- quantiles) can be viewed as solutions to an equation of the form. For these generalized M- estimators we develop weak and strong representations. As an application of the weak representation we show a central limit theorem for Mn. From the a.s. representation for mnthe asymptotic properties of sequential fixed width confidence intervals based on these estimators are derived. The results in this paper unify and extend earlier work of Geertsema (1970), Jurečková (1979), Boos (1980) and Choudhury and Serfling (1985).

ISSN:0747-4946    

DOI:10.1080/07474948708836126

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The problem of sequential estimation for stochastic processes whose likelihood functions are of exponential type is considered. In sequential estimation plans satisfying such regularity conditions under which the Wald identities hold the form of admissible polynomial estimators under quadratic loss function is determined.

ISSN:0747-4946    

DOI:10.1080/07474948708836127

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

Recursive estimation of quantiles may be obained via adaptive stochastic approximation

ISSN:0747-4946    

DOI:10.1080/07474948708836128

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The paper is concerned with a nonco operative multi stage multi person game. A finite sequence of random variables is observed sequentially by k ordered players. Each player selects one variable different from those selected by others. At each stage of the game a player who has not selected a variable before is allowed to select the presented one if and only if all players with lower order numbers rejected it. Payoff functions depend on a sample and location of all selections. For game strategies of the sequential behavioral type an equilibrium solution is found by the dynamic programming method. Numerical results related to the secretary type problems are presented.

ISSN:0747-4946    

DOI:10.1080/07474948708836129

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

A new method for approximating the average run length of the cumulative sum control chart is suggested in this paper. This method used a different way of estimating the excess over the boundaries in the Wiener process approximation. The closeness of the average run length calculated by this and some other methods are examined with some exact results.

ISSN:0747-4946    

DOI:10.1080/07474948708836130

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

The Cramér Rao inequality in the sequential case gives a lower bound for thevariance of an unbiased estimator of a parametric function under finite stopping rules.This article shows that when the observations follow a one parameter exponential familyof distributions the bound can be attained for one or all values of the parameter under strictly sequential rules only in a very special case, namely, for the Bernoullidistribution. Some applications of the result to the construction of optimum estimators are also given. Our main result is a generalization of DeGroot's work for the Bernoulli distribution. Moreover, the main result along with Kagan's theorem can be treated as a generalization of Wijsman's work for nonsequential estimators.

ISSN:0747-4946    

DOI:10.1080/07474948708836131

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474948708836125

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor