Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics

For the several sample problem, a vector of estimable parameters is considered. For a fixed total sample size, a multistage (sequential) procedure based on generalized U-statistics is developed for choosing a partition of this sample size into individual sample size for which the generalized variance of the estimator of the parameter vector is asymptotically minimized.

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Year of publication:	1973
Authors:	Williams, George W. ; Sen, Pranab Kumar
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 4, p. 469-482
Publisher:	Elsevier
Keywords:	Estimable parameters generalized variance generalized U-statistics asymptotic optimality asymptotic consistency and normality of the estimates

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199405