On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics

George W. Williams and Pranab Kumar Sen

Journal of Multivariate Analysis, 1974, vol. 4, issue 4, 453-468

Abstract: For a vector of (estimable) functionals of several independent distributions, sequential confidence ellipsoids (of bounded maximum width) based on a class of generalized U-statistics are studied. A stopping rule along with a procedure for choosing the component sample sizes at each stage is developed, so that the proposed confidence ellipsoid has a confidence coefficient asymptotically (as the prescribed maximum width shrinks to zero) equal to a preassigned 1 - [alpha] (0

Keywords: Asymptotic; consistency; efficiency; average; sample; number; confidence; ellipsoid; estimable; parameters; generalized; U-statistics; von; Mises'; differentiable; statistical; functions; bounded; maximum; width (search for similar items in EconPapers)
Date: 1974
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