Pages that link to "Item:Q3534767"
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The following pages link to Sequential Methods and Their Applications (Q3534767):
Displayed 39 items.
- On Wald’s sequential test for vector mean under multivariate normal distribution and correlated data (Q4965658) (← links)
- Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations (Q4965661) (← links)
- High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation (Q4987193) (← links)
- Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: First-order and second-order asymptotics (Q5012702) (← links)
- On comparing locations of two-parameter exponential distributions using sequential sampling with applications in cancer research (Q5042195) (← links)
- An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis (Q5043684) (← links)
- Maximum precision estimation for a step-stress model using two-stage methodologies (Q5044647) (← links)
- A broader class of modified two-stage minimum risk point estimation procedures for a normal mean (Q5055235) (← links)
- Three-stage minimum risk point estimation with termination defined via Gini’s mean difference (Q5085248) (← links)
- A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: Applications to air quality data (Q5089393) (← links)
- A double-sequential sampling scheme (Q5096011) (← links)
- Sequential tests of multiple hypotheses controlling false discovery and nondiscovery rates (Q5113795) (← links)
- Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling (Q5160290) (← links)
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169474) (← links)
- Purely Sequential and Two-Stage Fixed-Accuracy Confidence Interval Estimation Methods for Count Data from Negative Binomial Distributions in Statistical Ecology: One-Sample and Two-Sample Problems (Q5169481) (← links)
- Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen (Q5190363) (← links)
- On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means (Q5190365) (← links)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
- Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics (Q5215361) (← links)
- A general theory of purely sequential minimum risk point estimation (MRPE) of a function of the mean in a normal distribution (Q5215362) (← links)
- Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function (Q5227803) (← links)
- Tandem-width sequential confidence intervals for a Bernoulli proportion (Q5227804) (← links)
- Two-stage fixed-width and bounded-width confidence interval estimation methodologies for the common correlation in an equi-correlated multivariate normal distribution (Q5227807) (← links)
- On Optimal Adaptive Prediction of Multivariate Autoregression (Q5256827) (← links)
- Multi-stage point estimation of the mean of an inverse Gaussian distribution (Q5379328) (← links)
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329) (← links)
- 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 (Q5379333) (← links)
- Modified Three-Stage Sampling for Fixed-Width Interval Estimation of the Common Variance of Equicorrelated Normal Distributions (Q5413554) (← links)
- On a class of purely sequential procedures with applications to estimation and ranking and selection problems (Q5861992) (← links)
- Exact Inference in a Tetranomial Distribution (Q5883818) (← links)
- Fixed-length interval estimation of population sizes: sequential adaptive Monte Carlo mark-recapture-mark sampling (Q6103371) (← links)
- Comparison of Gini indices using sequential approach: Application to the U.S. Small Business Administration data (Q6113027) (← links)
- A general theory of three-stage estimation strategy with second-order asymptotics and its applications (Q6133724) (← links)
- Nonparametric sequential estimation of the cumulative function by orthogonal series and application in reliability (Q6141742) (← links)
- A multiply-sequential sampling scheme (Q6151253) (← links)
- A novel sequential approach to estimate functions of parameters of two gamma populations (Q6169613) (← links)
- Theory of new second-order expansions for the moments of \({100\rho \%}\) accelerated sequential stopping times in normal mean estimation problems when \({0<\rho <1}\) is arbitrary (Q6176223) (← links)
- Estimation of fixed-accuracy confidence interval of the stress–strength reliability for inverse Pareto distribution using two-stage sampling technique (Q6186407) (← links)