A two-stage procedure for estimating an linear function of k multinormal mean vectors when covariance matrices are unknown

DOI10.1016/S0378-3758(01)00126-4MaRDI QIDQ5957817zbMATH OpenOpenAlexFDO

Authors Makoto Aoshima, Yoshikazu Takada, Muni S. Srivastava

Publication date 20 May 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(01)00126-4

zbMATH Keywords

asymptotic efficiencyconsistency

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Recommendations

• Two_stage procedures for estimating a linear function of multinormal mean vectors
• A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES
• Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
• Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
• FIXED-SIZE CONFIDENCE REGION BY MULTIVARIATE TWO-STAGE PROCEDURE WHEN THE COVARIANCE MATRIX HAS A STRUCTURE

Cites work

• A sequential approach to classification: Cost of not knowing the covariance matrix
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• scientific article; zbMATH DE number 4092582 (Why is no real title available?)
• scientific article; zbMATH DE number 912578 (Why is no real title available?)
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
• Two_stage procedures for estimating a linear function of multinormal mean vectors

Cited in

(16)

• Inference on high-dimensional mean vectors with fewer observations than the dimension
• Two-stage procedures for estimating the difference of means when the sampling cost is different
• Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means
• Two-stage procedures for high-dimensional data
• Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
• Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• Fixed size confidence regions for the difference of the means of two multinormal populations
• scientific article; zbMATH DE number 4092582 (Why is no real title available?)
• A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES
• Estimation of a Linear Function of Multinormal Mean Vectors by Combining Available Independent Sequential Studies
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
• Second-order properties of improved two-stage procedure for a multivariate normal distribution
• Confidence regions for the common mean vector of several multivariate normal populations
• Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

This page was built for publication: A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5957817)