Sequential interval estimation of a location parameter with fixed width in the nonregular case

Sequential Analysis

Volumn 26, Issue 1, 2007, Pages 63-70

  Koike, Ken Ichi ^a  

^a UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

Coverage probability; Extreme value; Nonregular case; Sequential interval estimation

Indexed keywords

ASYMPTOTIC CONSISTENCIES; CONFIDENCE INTERVAL; COVERAGE PROBABILITIES; EXTREME VALUE; FINITE SUPPORTS; FIXED WIDTH; LOCATION PARAMETERS; SEQUENTIAL INTERVAL ESTIMATION;

STATISTICS;

EID: 34248161562     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474940601112427     Document Type: Conference Paper

References (7)

1. Akahira, M. (1991). The 3/2th and 2nd Order Asymptotic Efficiency of Maximum Probability Estimators in Non-regular Cases, Annals of Institute of Statistical Mathematics 43: 181-195.
2. Akahira, M. and Koike, K. (2005). Sequential Interval Estimation of a Location Parameter with the Fixed Width in the Uniform Distribution with an Unknown Scale Parameter, Sequential Analysis 24: 63-75.
3. Akahira, M. and Takeuchi, K. (1995). Non-regular Statistical Estimation, Lecture Notes in Statistics 107, New York: Springer.
4. Anscombe, F. J. (1952). Large Sample Theory of Sequential Estimation, Proceedings of Cambridge Philosophical Society 48: 600-607.
5. Chow, Y. S. and Robbins, H. (1965). On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean, Annals of Mathematical Statistics 36: 457-462.
6. Ghosh, M., Mukhopadhyay, N., and Sen, P. K. (1997). Sequential Estimation, New York: Wiley.
7. Koike, K. and Akahira, M. (2004). Sequential Interval Estimation of a Location Parameter with the Fixed Width in a Class of Non-regular Distributions with an Unknown Scale Parameter (in Japanese), in Proceedings of Symposiums, Research Institute for Mathematical Sciences 1380, M. Akahira, ed., pp. 191-199, Kyoto: Kyoto University.