Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors

DOI10.1081/SQA-200027050zbMath1146.62330MaRDI QIDQ3155695

Yoshikazu Takada, Makoto Aoshima

Publication date: 18 January 2005

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

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62L12: Sequential estimation

Related Items

Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures, Inference on high-dimensional mean vectors with fewer observations than the dimension, Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means, Two-Stage Procedures for High-Dimensional Data

Cites Work

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