@bullet @bullet @bullet on Sequential R-estimation of Location in the General Behrens-fisher Model
نویسنده
چکیده
In the context of asymptDtically minimum risk (sequential) pDint estimation Df the shift (i. e., difference) of IDcatiDns Df two distributiDns, sequential analogues Df the classical RestimatDrs are cDnsidered. AIDng with the unifDrm integrability and moment cDnvergence of the classical (non-sequential) IlestimatDrs, asymptDtic risk and distribution Df the al lied stDpping times for the sequential estimatDrs are cDnsidered. The generalized fDrm Df the Behrens-Fisher prDblem (relating tD the difference Df locations of two symmetric distributions of possiblY different forms) is presented and desirable sequential R-prDcedures arc studied. In this cDntext, the performance of the two-sample rank estimator is studied, and, side by side, an alternative approach (based Dn the di fference of one-sample R-estimates) is al SD cDnsidered. Allied efficiency results are studied. 111C chDice Df (asymptotically) Dptimal score functiDns is discussed and the nunoptimality of the usual two-sample estimates for the Behrens-Fisher mDdel is studied. •
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