On sequential fixed-size confidence regions for the mean vector

DOI10.1006/jmva.1996.1654zbMath0873.62082OpenAlexW2079666260MaRDI QIDQ1360301

O. Diekmann

Publication date: 17 July 1997

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

Full work available at URL: https://semanticscholar.org/paper/a5333dd5a3a04a06951a439a669d774f090a77b3

zbMATH Keywords

distribution-freecoverage probabilitystopping rulethree-stage proceduremean vectoraverage sample numbersecond-order expansionsfixed-size confidence regionspherical confidence regionaccelerated sequential proceduresnew purely sequential sampling strategy

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Sequential estimation (62L12)

Related Items (3)

Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means ⋮ Improved confidence regions for a mean vector under general conditions ⋮ Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution

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