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

George W. Williams and Pranab Kumar Sen

Journal of Multivariate Analysis, 1973, vol. 3, issue 4, 469-482

Abstract: 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.

Keywords: Estimable; parameters; generalized; variance; generalized; U-statistics; asymptotic; optimality; asymptotic; consistency; and; normality; of; the; estimates (search for similar items in EconPapers)
Date: 1973
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