Sequential shrinkage estimation of the difference between two multivariate normal means

DOI10.1080/07474948708836135zbMath0633.62079OpenAlexW1969572674MaRDI QIDQ3771446

David M. Nickerson

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/07474948708836135

zbMATH Keywords

normal meansBehrens-FisherJames-Stein estimatorsbackward martingaleindependent populationsasymptotic risk expansionsdifference of sample mean vectors

Mathematics Subject Classification ID

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

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Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance ⋮ Two-stage point estimation with a shrinkage stopping rule ⋮ On the pitman closeness of some sequential estimators ⋮ Sequential shrinkage estimation of the difference between two multivariate normal means ⋮ Sequential shrinkage estimation in the general linear model ⋮ Robust estimation of common regression coefficients under spherical symmetry ⋮ Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data

Cites Work

• Sequential shrinkage estimation
• Sequential point estimation of the difference of two normal means
• Multivariate sequential point estimation
• Sequential shrinkage estimation of the difference between two multivariate normal means