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

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  • Alexander Zaigraev

    (Nicolaus Copernicus University)

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.

Suggested Citation

  • Alexander Zaigraev, 2024. "A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 87(2), pages 201-209, February.
    • Handle: RePEc:spr:metrik:v:87:y:2024:i:2:d:10.1007_s00184-023-00910-8
    DOI: 10.1007/s00184-023-00910-8
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