A note on asymptotics of the risk function under confidence region estimation in case of large samples of random size

Abstract

AbstractThe problem of optimal estimation of location and scale parameters of absolutely continuous distributions, by means of two-dimensional confidence regions based on L-statistics, is considered. The case, when the sample size is random and tends to infinity, is studied. The paper can be considered as a supplement to Zaigraev and Alama-Bućko (Metrika 81:283–305, 2018) in case of samples of random size.