A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size

Alexander Zaigraev ()
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Alexander Zaigraev: Nicolaus Copernicus University

Metrika: International Journal for Theoretical and Applied Statistics, 2024, vol. 87, issue 2, No 5, 209 pages

Abstract: Abstract The problem of optimal estimation of location and scale parameters of absolutely continuous distributions, by means of two-dimensional confidence regions based on L-statistics, is considered. The case, when the sample size is random and tends to infinity, is studied. The paper can be considered as a supplement to Zaigraev and Alama-Bućko (Metrika 81:283–305, 2018) in case of samples of random size.

Keywords: Sample of random size; Optimal confidence region; Order statistics; L-statistics (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s00184-023-00910-8

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