Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means

DOI10.1081/SQA-120030197zbMath1054.62096MaRDI QIDQ3155682

Yoshikazu Takada

Publication date: 18 January 2005

Published in: Sequential Analysis (Search for Journal in Brave)

zbMATH Keywords

tablesnormal populationsfixed-width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12)

Related Items (4)

Asymptotic second-order consistency for two-stage estimation methodologies and its applications ⋮ Double shrink methodologies to determine the sample size via covariance structures ⋮ Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means ⋮ Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

Cites Work

• Asymptotic theory of triple sampling for sequential estimation of a mean
• On a two-stage procedure having second-order properties with applications
• Sequential estimation of a linear function of mean vectors
• Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
• A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown

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