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On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics

Author

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  • Williams, George W.
  • Sen, Pranab Kumar

Abstract

For a vector of (estimable) functionals of several independent distributions, sequential confidence ellipsoids (of bounded maximum width) based on a class of generalized U-statistics are studied. A stopping rule along with a procedure for choosing the component sample sizes at each stage is developed, so that the proposed confidence ellipsoid has a confidence coefficient asymptotically (as the prescribed maximum width shrinks to zero) equal to a preassigned 1 - [alpha] (0

Suggested Citation

  • Williams, George W. & Sen, Pranab Kumar, 1974. "On bounded maximum width sequential confidence ellipsoids based on generalized U-statistics," Journal of Multivariate Analysis, Elsevier, vol. 4(4), pages 453-468, December.
    • Handle: RePEc:eee:jmvana:v:4:y:1974:i:4:p:453-468
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