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Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics |
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| Authors: | George W Williams Pranab Kumar Sen |
| Institution: | University of Michigan, Ann Arbor, Michigan 48104 USA;University of North Carolina, Chapel Hill, North Carolina 27514 USA |
| 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. |
| Keywords: | Estimable parameters generalized variance generalized U-statistics asymptotic optimality asymptotic consistency and normality of the estimates |
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