On the estimation of the asymptotic variance of the rank estimators for the location parameter from a sample of random size

We obtain conditions for asymptotic normality of the estimate of asymptotic variance of rank estimators for the location parameter. The size of the sample is assumed ro be random and to depend on the sample values. We consider applications of the result obtained to sequential estimation of confidence intervals.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 97–102, 1987.