TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
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Publication:4787881
DOI10.1081/SQA-120014360zbMath1031.62063MaRDI QIDQ4787881
Makoto Aoshima, Nitis Mukhopadhyay
Publication date: 4 March 2004
Published in: Sequential Analysis (Search for Journal in Brave)
Related Items (19)
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 ⋮ Cornish-Fisher expansions for functionals of the partial sum empirical distribution ⋮ On Behrens-Fisher problem for continuous time Gaussian processes ⋮ Lower Bounds for Percentiles of Pivots from a Sample Mean Standardized by S, the GMD, the MAD, or the Range in a Normal Distribution and Miscellany with Data Analysis ⋮ Cornish-Fisher expansions for functionals of the weighted partial sum empirical distribution ⋮ Asymptotic second-order consistency for two-stage estimation methodologies and its applications ⋮ Two-sample two-stage and purely sequential methodologies for tests of hypotheses with applications: comparing normal means when the two variances are unknown and unequal ⋮ On Sharp Jensen's Inequality and Some Unusual Applications ⋮ Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different ⋮ Two-Stage Procedure Having Exact Third-Order Properties for a Normal Mean ⋮ Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen ⋮ On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means ⋮ Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means ⋮ A New Approach to Determine the Pilot Sample Size in Two-Stage Sampling ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance ⋮ A Personal Tribute to Milton Sobel: Selecting the Best Treatment ⋮ Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function ⋮ Second-order asymptotics in a class of purely sequential minimum risk point estimation (MRPE) methodologies
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