The robustness of Stein's two-stage procedure

DOI10.1214/aos/1176346338zbMath0543.62029OpenAlexW1559378336MaRDI QIDQ796203

Ramkaran

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346338

zbMATH Keywords

Monte Carlo studycoverage probabilitiespivotal quantityASNcriterion robustnessEdgeworth series modelestimating a normal meangamma populationnon-normal populationsStein's proceduretwo stage confidence interval procedure

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

Related Items (4)

Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal ⋮ A two-stage rank test using density estimation ⋮ Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption ⋮ Sensitivity Analysis of Multistage Sampling to Departure of an Underlying Distribution from Normality with Computer Simulations

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