Two_stage procedures for estimating a linear function of multinormal mean vectors

DOI10.1080/07474949708836393zbMath0884.62091OpenAlexW1991418817MaRDI QIDQ4368898

Yoshikazu Takada, Makoto Aoshima

Publication date: 5 April 1998

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

Full work available at URL: https://doi.org/10.1080/07474949708836393

zbMATH Keywords

tablesasymptotic efficiencytwo-stage procedurefixed-size confidence regionmultinormal populations

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Related Items (6)

Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means ⋮ Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors ⋮ Asymptotic second-order consistency for two-stage estimation methodologies and its applications ⋮ Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different ⋮ A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown ⋮ Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

Cites Work

• 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
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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