Pages that link to "Item:Q904104"
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The following pages link to Asymptotic second-order consistency for two-stage estimation methodologies and its applications (Q904104):
Displayed 11 items.
- Double shrink methodologies to determine the sample size via covariance structures (Q958760) (← links)
- Purely sequential bounded-risk point estimation of the negative binomial mean under various loss functions: one-sample problem (Q1786904) (← links)
- Inference on high-dimensional mean vectors with fewer observations than the dimension (Q1930608) (← links)
- On two-stage comparisons with a control under heteroscedastic normal distributions (Q1930613) (← links)
- Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different (Q3006702) (← links)
- Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means (Q3068084) (← links)
- Two-Stage Procedures for High-Dimensional Data (Q3106536) (← links)
- Purely Sequential and Two-Stage Bounded-Length Confidence Interval Estimation Problems in Fisher’s “Nile” Example (Q4578225) (← links)
- Two-Stage Procedure Having Exact Third-Order Properties for a Normal Mean (Q4904692) (← links)
- On a class of purely sequential procedures with applications to estimation and ranking and selection problems (Q5861992) (← links)
- Discussion on “Two-Stage Procedures for High-Dimensional Data” by Makoto Aoshima and Kazuyoshi Yata (Q5894438) (← links)