Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers

DOI10.1080/03610929608831844zbMath0870.62027OpenAlexW2043536519MaRDI QIDQ3125761

Makoto Aoshima, Yoshikazu Takada

Publication date: 1 September 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831844

zbMATH Keywords

asymptotic efficiencymultivariate normal populationstwo-stage proceduresfixed-size confidence regiondifference of means

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (6)

Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means ⋮ Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors ⋮ Asymptotic second-order consistency for two-stage estimation methodologies and its applications ⋮ Two_stage procedures for estimating a linear function of multinormal mean vectors ⋮ A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown ⋮ Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution

Cites Work

• Fixed size confidence regions for the difference of the means of two multinormal populations
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem

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