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March, 1985 Sequential Nonparametric Fixed-Width Confidence Intervals for $U$-Statistics
Raymond N. Sproule
Ann. Statist. 13(1): 228-235 (March, 1985). DOI: 10.1214/aos/1176346588

Abstract

A sequential fixed-width confidence interval for the mean of a $U$-statistic, having coverage probability approximately equal to preassigned $\alpha$, is presented. The main result, Theorem 2, shows that the sequential procedure is asymptotically efficient in the sense of Chow and Robbins (1965) and assumes only finiteness of the second moment of the kernel, the weakest possible condition. The paper follows naturally from Sproule (1974) and Sproule (1969), the primary reference.

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Raymond N. Sproule. "Sequential Nonparametric Fixed-Width Confidence Intervals for $U$-Statistics." Ann. Statist. 13 (1) 228 - 235, March, 1985. https://doi.org/10.1214/aos/1176346588

Information

Published: March, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0595.62042
MathSciNet: MR773163
Digital Object Identifier: 10.1214/aos/1176346588

Subjects:
Primary: 62G15
Secondary: 62E20

Rights: Copyright © 1985 Institute of Mathematical Statistics

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Vol.13 • No. 1 • March, 1985
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