On a two-stage procedure having second-order properties with applications
From MaRDI portal
Publication:1974115
DOI10.1023/A:1004074912105zbMath1037.62082MaRDI QIDQ1974115
William Duggan, Nitis Mukhopadhyay
Publication date: 1999
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004074912105
ranking; consistency; selection; point estimation; linear regression; confidence regions; regret; second-order expansions; best normal population; normal mean vector; minimum risk estimation; best negative exponential population; negative exponential location
Related Items
Two stage procedure having exact consistency and second order properties for the s best selection, Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example, Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation, High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation, 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, Sequential minimum risk point estimation (MRPE) methodology for a normal mean under Linex loss plus sampling cost: First-order and second-order asymptotics, On sequential spectral analysis of amplitude-modulated time series, Higher than second order approximations for sequential point estimation by a two-stage procedure, A New Approach to Determine the Pilot Sample Size in Two-Stage Sampling, A Personal Tribute to Milton Sobel: Selecting the Best Treatment, Multistage Estimation Procedures with Bounded Risk for the Normal Mean Under LINEX Loss Function, A Two-Stage Procedure with Elimination for Partitioning a Set of Normal Populations with Respect to a Control, Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata, Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure, On a class of purely sequential procedures with applications to estimation and ranking and selection problems, Unnamed Item, Unnamed Item, Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean, Higher order approximations by a two-stage procedure for a negative exponential distribution, Asymptotic second-order consistency for two-stage estimation methodologies and its applications, Double shrink methodologies to determine the sample size via covariance structures, Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem, Inference on high-dimensional mean vectors with fewer observations than the dimension, Two-stage procedure of fixed-width confidence intervals for the risk ratio, Two-Stage Nonparametric Sequential Estimation of the Directional Density with Complete and Missing Observations, Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: Illustrations with infant mortality and bone marrow data, Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: Real data illustrations from cancer studies and reliability analysis, Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means, Two-Stage Procedures for High-Dimensional Data, Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means, A Three-Stage Selection Procedure With an Exact Consistency, Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance, On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss