Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution

DOI10.1080/07474949008836203zbMath0704.62062OpenAlexW1994038716MaRDI QIDQ3484214

Yoshikazu Takada

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/07474949008836203

zbMATH Keywords

asymptotic expansionuniform integrabilitymeanunknown covariance matrixmultivariate normal distributionbounded risk

Mathematics Subject Classification ID

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

Related Items (1)

Sequential point estimation for branching processes i, subcritical case

Cites Work

• Second order approximations for sequential point and interval estimation
• A note on three-stage and sequential point estimation puocedures for a normal mean
• On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean
• Linear Statistical Inference and its Applications

This page was built for publication: Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution