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The following pages link to Asymptotic theory of triple sampling for sequential estimation of a mean (Q1161232):

Displaying 49 items.

Use of asymmetric loss functions in sequential estimation problems for multiple linear regression (Q3532660) (← links)
A Three-Stage Selection Procedure With an Exact Consistency (Q3585260) (← links)
Selecting the Best Component of a Multivariate Normal Population (Q3645037) (← links)
A note on three-stage and sequential point estimation puocedures for a normal mean (Q3698113) (← links)
Multistage estimation: optimal and asymptotically optimal policies (Q3730882) (← links)
Three-Stage point Estimation Procedures For a Normal Mean (Q3759756) (← links)
Fixed–size confidence regions for the mean vector of a multinormal distribution (Q3769788) (← links)
Triple sampling procedure for estimating the scale parameters of pareto distributions (Q3788895) (← links)
Fixed-width interval estimation of the largest location of k negative exponential populations (Q3816865) (← links)
On accelerating sequential procedures for estimating exponential populations (Q3978084) (← links)
Esquentian of the mean by three stage procedure (Q4008955) (← links)
Construction of a Confidence Interval By Triple Sampling (Q4013276) (← links)
On the admissibility of some sequential confidence intervals for the normal mean (Q4013277) (← links)
Improving the post-experiment properties of stein's two-stage procedure (Q4248189) (← links)
On the Classes of Two-Stage Procedures to Construct Fixed-Width Confidence Regions (Q4257224) (← links)
Multi-stage estimation of the common location parameter of several exponential distributions (Q4275767) (← links)
On uniform integrability and asymptotically risk-efficient sequential estimation (Q4342154) (← links)
Sequential, accelerated-sequential and three-stage estimation of the mean of a first-order stationary autoregressive process: A monte carlo study (Q4357249) (← links)
TWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLES (Q4540668) (← links)
Asymmetric Penalized Prediction Using Adaptive Sampling Procedures (Q4678859) (← links)
TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS (Q4787881) (← links)
Three-stage and ‘accelerated’ sequential procedures for the mean of a normal population with known coefficient of variation (Q4806337) (← links)
On multi-stage procedures for estimating the largest mean of<i>k</i>NOrmal populations having unequal and unknown variances (Q4881688) (← links)
Confidence sets of fixed size with predetermined confidence level (Q4883463) (← links)
Two-Stage Procedure Having Exact Third-Order Properties for a Normal Mean (Q4904692) (← links)
Sequential Fixed-Width Confidence Interval Procedures for the Mean Under Multiple Boundary Crossings (Q4916304) (← links)
Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics (Q5012702) (← links)
On comparing locations of two-parameter exponential distributions using sequential sampling with applications in cancer research (Q5042195) (← links)
Second-order approximations for a multivariate analog of Behrens-Fisher problem through three-stage procedure (Q5077433) (← links)
Three-stage minimum risk point estimation with termination defined via Gini’s mean difference (Q5085248) (← links)
A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data (Q5089393) (← links)
On improved accelerated sequential estimation of the mean of an inverse Gaussian distribution (Q5095998) (← links)
A double-sequential sampling scheme (Q5096011) (← links)
Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling (Q5160290) (← links)
A <i>k</i>-stage procedure for estimating the mean vector of a multivariate normal population (Q5197973) (← links)
Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function (Q5227803) (← links)
A three-stage procedure based on bootstrap critical points (Q5286682) (← links)
Construction of fixed width confidence intervals for a Bernoulli success probability using sequential sampling: a simulation study (Q5300749) (← links)
Multi-stage point estimation of the mean of an inverse Gaussian distribution (Q5379328) (← links)
Modified Three-Stage Sampling for Fixed-Width Interval Estimation of the Common Variance of Equicorrelated Normal Distributions (Q5413554) (← links)
Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function (Q5478887) (← links)
Counting by Weighing: An Alternative Sampling Scheme (Q5485891) (← links)
Multivariate multistage methodologies for simultaneous all pairwise comparisons. (Q5953729) (← links)
Multistage methodologies for comparing several treatments with a control (Q5957826) (← links)
A general theory of three-stage estimation strategy with second-order asymptotics and its applications (Q6133724) (← links)
Multi-stage minimum risk point estimation strategies for comparing the locations from two negative exponential models and second-order asymptotics: illustrations with simulated data and bone marrow transplant data (Q6537391) (← links)
Sequential estimation for the multiple linear regression models with balanced loss functions (Q6571083) (← links)
Second-order (s.o.) multi-stage fixed-width confidence interval (FWCI) estimation strategies for comparing location parameters from two negative exponential (NE) populations: illustrations with cancer data (Q6594920) (← links)
Multi-stage minimum risk point estimation (MRPE) of a function of unknown \(\beta\) in a gamma \((\alpha,\beta)\) model with \(\alpha\) known: related problems and illustrations with analysis from simulations and cancer data (Q6670073) (← links)