Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

DOI10.1080/07474940600609639zbMath1094.62064OpenAlexW2020140299MaRDI QIDQ5485895

Yoshikazu Takada, Makoto Aoshima

Publication date: 4 September 2006

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

Full work available at URL: https://doi.org/10.1080/07474940600609639

zbMATH Keywords

tablessample sizeasymptotic consistencycovariance structuretwo-stage proceduresecond-order efficiencyfixed-span confidence region

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Related Items (1)

Double shrink methodologies to determine the sample size via covariance structures

Cites Work

• Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
• 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
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown

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