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The Annals of Mathematical Statistics
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The Annals of Mathematical Statistics
Article . 1969 . Peer-reviewed
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Strong Consistency of Certain Sequential Estimators

Strong consistency of certain sequential estimators
Authors: Berk, Robert H.;

Strong Consistency of Certain Sequential Estimators

Abstract

Motivated by Loynes' (1969) treatment of (weak) consistency of sequential estimators, we establish here some allied results on strong consistency. The strengthened conclusion is achieved by imposing further restrictions, so that our results are not as broadly applicable as Loynes'. The reader is referred to Loynes' paper for additional motivation and discussion. As in that paper, we are concerned with estimators that improve a given one by taking conditional expectations with respect to a sufficient statistic, in the case where the sample size may itself be a random variable. $x_1, x_2, \cdots$ will denote the data sequence, random variables defined on a measurable space $(\Omega, \mathscr{a})$. All probability measures considered on $(\Omega, \mathscr{a})$ will render the sequence iid. It is seen below (Theorem 3.4) that a given sequence $\{t_i\}$ of stopping times for the data sequence leads to a strongly consistent sequence of estimators if $\lim t_i = + \infty$ a.s., and the $t_i$ are $C$-ordered (Definition 2.3). This entails that the $t_i$ increase monotonically to $+ \infty$ a.s., but requires additional structure as well. The specific considerations are in Section 3; Section 2 presents some general notions.

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Top 10%
Average
Green
gold