A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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Optimal confidence interval for the largest normal mean under heteroscedasticity
On testing a subset of regression parameters under heteroskedasticity
Confidence intervals with fixed proportional accuracy
Sequential simultaneous estimation of the mean and variance: The rate of convergence
Asymptotic optimality in sequential interval estimation
An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study
Asymptotic expansions for fixed width confidence interval
The heteroscedastic method: Multivariate implementation
A construction method of certain matrices required in the multivariate heteroscedastic method
Two-stage procedures for parameters in a growth curve model
A simulation program for adaptive two stage designs.
A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
Sequential approach to simultaneous estimation of the mean and variance
Optimal sequential estimation procedures for the normal mean when the variance is known
Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models
Fixed-width confidence intervals for contrasts in the means
On some sequential simultaneous confidence intervals procedures
Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models
Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
Two-stage likelihood ratio and union-intersection tests for one-sided alternatives multivariate mean with nuisance dispersion matrix
Estimation in some binary regression models with prescribed accuracy
Estimation with prescribed proportional accuracy for a two-parameter exponential family of distributions
A two-stage sampling by unequal size samples from two normal populations with unknown variances
Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal
Sequential estimation of the mean of NEF-PVF distributions
A \(k\)-stage sequential sampling procedure for estimation of normal mean
Sequential estimation in variable length computerized adaptive testing.
Herbert Robbins and sequential analysis
An ANOVA test for the equivalency of means under unequal variances
Two-stage multiple comparisons with the average for normal distributions under heteroscedasticity
Basic concepts of group sequential and adaptive group sequential test procedures
Stepwise procedures for the identification of minimum effective dose with unknown variances
Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector
Confidence sets of fixed size for multinormal means.
Two-phase tests on a normal mean when variance is unknown
Optimal sequential designs of case-control studies.
Sequential confidence regions for maximum likelihood estimates.
On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
Inference on high-dimensional mean vectors with fewer observations than the dimension
On two-stage comparisons with a control under heteroscedastic normal distributions
Some variants of adaptive sampling procedures and their applications
Using the Stein two-stage procedure to calculate uncertainty in a system for determining gas qualities
Solvable integration problems and optimal sample size selection
A robust two-stage procedure for the Poisson process under the linear exponential loss function
Fixed-accuracy confidence interval estimation of \(P(X<Y)\) under a geometric-exponential model
On general asymptotically second-order efficient purely sequential fixed-width confidence interval (FWCI) and minimum risk point estimation (MRPE) strategies for a normal mean and optimality
Sequential fixed-accuracy confidence intervals for the stress-strength reliability parameter for the exponential distribution: two-stage sampling procedure
Improving Hall's accelerated sequential procedure: generalized multistage fixed-width confidence intervals for a normal mean
Statistical inference on difference or ratio of means from heteroscedastic normal populations
Two-stage procedure of fixed-width confidence intervals for the risk ratio
Random norming AIDS analysis of non-linear regression models with sequential informative dose selection
Modified Linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data
Further developments in estimation of the largest mean of K normal populations
Bounded risk estimation of linear combinations of the location and scale parameters in exponential distributions under two-stage sampling
Sums and ratios for beta Stacy distribution
Sums, products, and ratios for Freund's bivariate exponential distribution
Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level
Sequential estimation for semiparametric models with application to the proportional hazards model
On a confidence interval of given length for the parameter of the binomial and the Poisson distributions
A sequential regression model for big data with attributive explanatory variables
A nonparametric sequential learning procedure for estimating the pure premium
Single-stage sampling procedure for heteroscedasticity analysis of means
A note on two-stage point estimation in bernoulitrials
FIXED LENGTH SEQUENTIAL CONFIDENCE INTERVALS FOR THE PROBABILITY OF RESPONSE
A selection and testing procedure for comparing several experimental treatments with a control
Two-stage nonparametric sequential estimation of the directional density with complete and missing observations
A Stein-Type Two-Sample Procedure for Comparing Normal Means
Exact evaluation of two-stage Stein-like procedures -- review
A Generalization of the Partition Problem
Confidence interval estimation following SPRT in a normal distribution with equal mean and variance
Sensitivity analysis of multistage sampling to departure of an underlying distribution from normality with computer simulations
Estimation of the spectral density with assigned risk
Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
Conformal geometry of sequential test in multidimensional curved exponential family
Optimal sequential testing for an inverse Gaussian process
Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: illustrations with infant mortality and bone marrow data
Batched bandit problems
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
Two-stage and sequential estimation of parameter N of binomial distribution when p is known
Bounded risk estimation of the hazard rate function of the exponential distribution: two-stage procedure
Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
On sharp Jensen's inequality and some unusual applications
Two-stage procedures for estimating the difference of means when the sampling cost is different
Sequential estimation of a linear function of mean vectors
Internal pilots for observational studies
Combining an internal pilot with an interim analysis for single degree of freedom tests
Sequential analysis of longitudinal data in a prospective nested case-control study
Controlling test size while gaining the benefits of an internal pilot design
Sample-Size Redetermination for Repeated Measures Studies
Sequential conditional probability ratio tests for normalized test statistic on information time
Optimal sampling in retrospective logistic regression via two-stage method
Two-stage procedures for high-dimensional data
Fixed width interval estimation in a random one way model
Sequential sampling methodologies for comparing strata means^∗
Three-Stage Procedures for Selecting the Largest Normal Mean
The Heteroscedastic Method II: Simplified Sampling
Heteroscedastic Discriminant Analysis with a Preassigned Misclassification Probability
THREE-STAGE POINT ESTIMATION OF THE MEAN IN POSTSTRATIFICATION
A Simulation Study of Multiple Comparisons with the Average under Heteroscedasticity
An Extension of Stein's Two-Stage Method to Pairwise Comparisons Among Dependent Groups Based on Trimmed Means

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