Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution

DOI10.1006/jmva.1998.1794zbMath1101.62346OpenAlexW1981873998MaRDI QIDQ1283925

Nitis Mukhopadhyay

Publication date: 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1794

zbMATH Keywords

coverage probabilityWishart matrixaverage sample numberspherical confidence regionHotelling's \(T^2\)largest characteristic root

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Related Items (13)

Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors ⋮ SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS ⋮ An approximate entropy test for randomness ⋮ Effect of dichotomizinlg a continuous variable on the model structure in multiple linear regression models ⋮ Second-order properties of improved two-stage procedure for a multivariate normal distribution ⋮ Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example ⋮ 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 ⋮ On two-stage comparisons with a control under heteroscedastic normal distributions ⋮ Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector ⋮ Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model ⋮ Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance ⋮ On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss

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