A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
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Publication:5957817
DOI10.1016/S0378-3758(01)00126-4zbMath0986.62039OpenAlexW2041208641MaRDI QIDQ5957817
Makoto Aoshima, Muni S. Srivastava, Yoshikazu Takada
Publication date: 20 May 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00126-4
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)
Related Items (7)
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 ⋮ Inference on high-dimensional mean vectors with fewer observations than the dimension ⋮ Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different ⋮ Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means ⋮ Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures ⋮ Two-Stage Procedures for High-Dimensional Data
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- Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
- 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
- Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
- Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
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