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June, 1984 Sequential Determination of Estimator as Well as Sample Size
Adam T. Martinsek
Ann. Statist. 12(2): 533-550 (June, 1984). DOI: 10.1214/aos/1176346504

Abstract

For certain point and interval estimation problems, sequential procedures are proposed for choosing an estimator (from the class of trimmed means with trimming proportion in a specified range) as well as a sample size on which to base the estimator. It is shown that these procedures, which do not require knowledge of the best trimming proportion or the asymptotic variance of the corresponding trimmed mean, are asymptotically efficient with respect to the procedure that uses the best trimmed mean (in the specified class) and the best fixed sample size for that trimmed mean.

Citation

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Adam T. Martinsek. "Sequential Determination of Estimator as Well as Sample Size." Ann. Statist. 12 (2) 533 - 550, June, 1984. https://doi.org/10.1214/aos/1176346504

Information

Published: June, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0544.62075
MathSciNet: MR740910
Digital Object Identifier: 10.1214/aos/1176346504

Subjects:
Primary: 62L12
Secondary: 62F35, 62G05

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 2 • June, 1984
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