References
- Brockwell , P.J. and Davis , R.A. 1991 . Time Series: Theory and Methods , 2nd New York : Springer .
- Campbell , J.Y. , Lo , A.W. and MacKinlag , A.C. 1997 . The Econometrics of Financial Markets Princeton : Princeton University Press .
- Carroll , R.J. 1976 . On sequential density estimation . Z. Wahrsch. Verw. Gebiete , 36 : 137 – 151 .
- Davies , H.I. and Wegman , E.J. 1975 . Sequential nonparametric density estimation . IEEE Trans. Inform. Theory , 21 : 619 – 628 . [CROSSREF]
- de Silva , B.M. and Mukhopadhyay , N. 2003 . “ Kernel density estimation of wool fibre diameter ” . In Applied Sequential Methodologies Edited by: Mukhopadhyay , N. , Datta , S. and Chattopadhyay , S. New York : Marcdel Dekker .
- Donoho , D. and Johnstone , I. 1995 . Adapting to unknown smoothness via wavelet shrinkage . J. Amer. Statist. Assoc. , 90 : 1200 – 1224 .
- Efromovich , S. 1985 . Nonparametric estimation of a density with unknown smoothness . Theory Probab. Appl. , 30 : 557 – 568 .
- Efromovich , S. 1989 . On sequential nonparametric estimation of a density . Theory Probab. Appl. , 34 : 228 – 239 .
- Efromovich , S. 1995 . Sequential nonparametric estimation with assigned risk . Ann. Statist. , 23 : 1376 – 1392 .
- Efromovich , S. 1999 . Nonparametric Curve Estimation: Methods, Theory, and Applications New York : Springer .
- Efromovich , S. 2001 . Density estimation under random censorship and order restrictions: From asymptotic to small sample sizes . J. Amer. Statist. Assoc. , 94 : 667 – 685 . [CROSSREF]
- Ingster , Yu.V. and Suslina , I.A. 2002 . Nonparametric Goodness-of-Fit Testing Under Gaussian Models New York : Springer .
- Isogai , E. 1987 . The convergence rate of fixed-width sequential confidence intervals for a probability density function . Sequential Anal. , 6 : 55 – 69 .
- Kundu , S. 1994 . Using stopping rules to bound the L p distance in nonparametric density estimation . Univ. Conn. Statist. Tech. Rep. , : 94 – 14 .
- Marron , J.S. and Wand , M.P. 1992 . Exact mean integrated squared error . Ann. Statist. , 20 : 712 – 736 .
- Martinsek , A.T. 1992 . Using stopping rules to bound the mean integrated squared error in density estimation . Ann. Statist. , 20 : 797 – 806 .
- Mukhopadhyay , N. and Solanky , T.K.S. 1994 . Multistage Selection and Ranking Procedures New York : Marcel Dekker .
- Mukhopadhyay , N. 1997 . An overview of sequential nonparametric density estimation . Nonlinear Anal. Theory, Methods and Appl. , 30 : 4395 – 4402 . [CROSSREF]
- Prakasa Rao , B.L.S. 1983 . Nonparametric Functional Estimation New York : Academic Press .
- Stute , W. 1983 . Sequential fixed-width confidence intervals for a nonparametric density function . Z. Wahrsch. Verw. Geb. , 62 : 113 – 123 . [CROSSREF]
- Wald , A. 1947 . Sequential Analysis New York : John Wiley .
- Wald , A. 1950 . Statistical Decision Functions New York : John Wiley .
- Wilks , S.S. 1962 . Mathematical Statistics New York : John Wiley .
- Xu , Y. and Martinsek , A.T. 1995 . Sequential confidence bands for densities . Ann. Statist. , 23 : 2218 – 2240 . [CROSSREF]
- Recommened by Nitis Mukhopadhyay