Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
권호 표지

Sequential Confidence Intervals for Quantiles Based on Recursive Density Estimators

  • Kim, Sung-Kyun (Department of Mathematics, Chungnam National University) ;
  • Kim, Sung-Lai (Department of Mathematics, Chungnam National University)
  • Published : 1999.09.01
Download PDF
⟨ Previous Next ⟩

Abstract

A sequential procedure of fixed-width confidence intervals for quantiles satisfying a condition of coverage probability is provided based on recursive density estimators. It is shown that the proposed sequential procedure is asymptotically efficient. In addition, the asymptotic normality for the proposed stopping time is derived.

Keywords

References

  1. Sequential Analysis v.8 Berry-Esseen type theorems for sequential density estimation Basu, A. K.;Sahoo, D.K.
  2. Zeitschrift Wahrscheinlichkeitstheorie und verwandte Gebiete v.36 On sequential density estimation Caroll, R. J.
  3. The Annals of Mathematical Statistics v.36 On the asymptotic theory of fixed-width sonfidence interval for the mean Show, Y.S.;Robbins, H.
  4. The Annals of Mathematical Statictics v.41 Sequential confidence intervals based on rank tests Geertsema, J. C.
  5. Handbook of Sequential Analysis Ghosh, B. K.;Sen, P. K.
  6. Jouranl of Statistical Planning and Inference v.22 Sequential fixed-width confidence intervals for quantiles in the pressence of censoring Gijbels, I.;Veraverbeke, N.
  7. Stopped Random Walks Gut, A.
  8. Journal of the Korean Staistical Society v.26 Sequential confidence interval with β-protection for a linear function of two normal means Kim, S. L.
  9. Nonparametric Functional Estimation Prakasa Rao, B. L. S.
  10. Approximation theorems of mathematical statistics Serfling, R. J.
  11. CBMS-NSF Regional Conference Series in Applied Math Nonlinear Renewal Theory in Sequential Analysis Woodroofe, M.