On combining correlated estimators of the common mean of a multivariate normal distribution

DOI10.1080/00949650410001653809zbMath1061.62083OpenAlexW2081693866MaRDI QIDQ4675837

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Publication date: 6 May 2005

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650410001653809

zbMATH Keywords

tablespowerconcomitant variablemaximum likelihood estimatorexpected lengthmultiple correlation coefficientnoncentral \(t\) distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25)

Related Items (2)

A generalized \(p\)-value approach to inference on common mean ⋮ Noninformative priors for the common mean in the bivariate normal distribution

Cites Work

• Testing hypotheses about the common mean of normal distributions
• On exact confidence intervals for the common mean of several normal populations
• Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment
• Inferences on the Common Mean of Several Normal Populations Based on the Generalized Variable Method
• Unbiased estimation of the common mean of a multivariate normal distribution
• Almost Linearly-Optimum Combination of Unbiased Estimates
• Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
• Improved point and confidence interval estimators of mean response in simulation when control variates are used
• Combining Independent Tests in Linear Models
• Combining Unbiased Estimators

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