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

DOI10.1081/SQA-200027050MaRDI QIDQ3155695zbMATH OpenFDO

Authors Makoto Aoshima, Yoshikazu Takada

Publication date 18 January 2005

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SQA-200027050

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Recommendations

• Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
• Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• scientific article; zbMATH DE number 4092582
• Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means

Cites work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A two-stage procedure for estimating an linear function of k multinormal mean vectors when covariance matrices are unknown
• A Two-Stage Procedure for the Behrens-Fisher Problem
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
• FIXED-SIZE CONFIDENCE REGION OF THE DIFFERENCE OF TWO MULTINORMAL MEANS WHEN THE COVARIANCE MATRICES HAVE STRUCTURE
• Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
• SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• Second-order properties of improved two-stage procedure for a multivariate normal distribution
• Sequential estimation of a linear function of mean vectors
• Some two Sample Tests
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• 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

(6)

• 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
• Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means
• Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
• Asymptotic second-order consistency for two-stage estimation methodologies and its applications

This page was built for publication: Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3155695)