A general treatment for selecting the best of several multivariate normal populations

DOI10.1080/07474948808836154zbMath0659.62030OpenAlexW2080867891MaRDI QIDQ3809025

Hiroto Hyakutake

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07474948808836154

zbMATH Keywords

multivariate normal populationsknown covariance matricestwo-stage sampling procedureunknown covariance matricesprobability requirementAsymptotic properties of the sample size

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07)

Related Items (3)

On a General Selection Procedure for Multivariate Normal Populations: Asymptotic Approximation to Constants ⋮ The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions ⋮ The Heteroscedastic Method II: Simplified Sampling

Cites Work

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• Two-Sample Procedures in Simultaneous Estimation
• On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
• A multivariate solution of the multivariate ranking and selection problem
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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