Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
From MaRDI portal
Publication:3155695
DOI10.1081/SQA-200027050zbMath1146.62330MaRDI QIDQ3155695
Yoshikazu Takada, Makoto Aoshima
Publication date: 18 January 2005
Published in: Sequential Analysis (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Inference on high-dimensional mean vectors with fewer observations than the dimension ⋮ 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 ⋮ Two-Stage Procedures for High-Dimensional Data
Cites Work
- Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
- 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
- TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
- A Two-Stage Procedure for the Behrens-Fisher Problem
- Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
- FIXED-SIZE CONFIDENCE REGION OF THE DIFFERENCE OF TWO MULTINORMAL MEANS WHEN THE COVARIANCE MATRICES HAVE STRUCTURE
- Two_stage procedures for estimating a linear function of multinormal mean vectors
- SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
- Second-order properties of improved two-stage procedure for a multivariate normal distribution
- TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
- Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
- Some two Sample Tests
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
This page was built for publication: Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
