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Sequential Analysis
Design Methods and Applications
Volume 13, 1994 - Issue 3
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Original Articles

A note on sequential estimation of the normal variance

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Pages 201-206 | Received 01 Aug 1993, Published online: 03 Apr 2007

References

  • Aras , G. and Woodroofe , M. 1993 . Asymptotic expansions for the moments of a randomly stopped average . Ann. Statist , 21 : 503 – 519 .
  • Starr , N. and Woodroofe , M. 1972 . Further remarks on sequential estimation: the exponential case . Ann. Math. Statist , 43 : 1147 – 1154 .
  • Woodroofe , M. 1977 . Second order approximations for sequential point and interval estimation . Ann. Statist , 5 : 984 – 995 .
  • Woodroofe , M. 1985 . Asymptotic local minimaxity in sequential point estimation . Ann. Statist , 13 : 676 – 688 .

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