Estimation of the maximum and minimum in a model for bounded, dependent data
AbstractEstimation of the maximum and minimum is considered in a random coefficient autoregressive model for bounded data. Limiting distributions and confidence intervals are obtained, for nonrandom sample sizes and also for a stopping rule designed to achieve sufficient precision of the estimates.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 56 (2002)
Issue (Month): 4 (February)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Adam Martinsek, 2000. "Sequential Estimation of the Maximum in a Model for Corrosion Data," Annals of the Institute of Statistical Mathematics, Springer, vol. 52(4), pages 646-657, December.
- Ed McKenzie, 1985. "An Autoregressive Process for Beta Random Variables," Management Science, INFORMS, vol. 31(8), pages 988-997, August.
- Martinsek, Adam T., 2001. "Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals," Statistics & Probability Letters, Elsevier, vol. 51(1), pages 53-61, January.
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