Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
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Publication:4843801
DOI10.1080/03610929408831322zbMath0825.62154OpenAlexW2084036386MaRDI QIDQ4843801
Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831322
heteroscedasticitysimultaneous inferenceChatterjee's expected total sample sizeHealy's expected total sample sizeoptimum initial sample size
Related Items (9)
Second-order properties of improved two-stage procedure for a multivariate normal distribution ⋮ In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling) ⋮ A note on robustness of two-stage procedure for a multivariate compounded normal distribution ⋮ Designing Experiments for Selecting an Exponential Population with a Large Location and a Large Scale ⋮ A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown ⋮ Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models ⋮ The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions ⋮ Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution ⋮ Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
Cites Work
- The heteroscedastic method: Multivariate implementation
- A construction method of certain matrices required in the multivariate heteroscedastic method
- Two-Sample Procedures in Simultaneous Estimation
- On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
- Powers of the largest latent root test of ∑= I
- On Stein's Two-stage Sampling Scheme
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