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

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  • Williams, George W.
  • Sen, Pranab Kumar

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.

Suggested Citation

  • Williams, George W. & Sen, Pranab Kumar, 1973. "Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics," Journal of Multivariate Analysis, Elsevier, vol. 3(4), pages 469-482, December.
    • Handle: RePEc:eee:jmvana:v:3:y:1973:i:4:p:469-482
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