Adaptive estimation of a function of a mean vector

DOI10.1016/S0167-7152(96)00117-4zbMath0901.62098OpenAlexW2090104323MaRDI QIDQ1380574

Martin Fox

Publication date: 2 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00117-4

zbMATH Keywords

two stagefunction of mean vectorminimizing MSEobserved subset of componentssecond-stage budget

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Sequential statistical design (62L05) Sequential estimation (62L12)

Cites Work

• Allocation Proportional to Coefficients of Variation when Estimating the Product of Parameters
• Allocation Schemes for Estimating the Product of Positive Parameters
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