ESTIMATION BY DOUBLE SAMPLING
From MaRDI portal
Cited in
(14)- A \(k\)-stage sequential sampling procedure for estimation of normal mean
- A robust two-stage procedure for the Poisson process under the linear exponential loss function
- Two-stage procedure of fixed-width confidence intervals for the risk ratio
- A note on Hall's triple sampling procedure: a multiple sample second order sequential analogue of the Behrens--Fisher problem
- Sir David Cox: a wise and noble statistician (1924--2022)
- Sensitivity analysis of multistage sampling to departure of an underlying distribution from normality with computer simulations
- Sequential design in quality control and validation of land cover databases
- An Improved Range Estimator of Sigma for Determining Sample Sizes
- TWO-stage accurate estimation in the general linear model
- Edgeworth expansion of the distribution of Stein's statistic
- Sequential estimation of linear models in three stages
- On precedence tests with double sampling
- Optimal precedence tests under single and double-sampling framework
- Asymptotic optimality of a two-stage procedure in Bayes sequential estimation
This page was built for publication: ESTIMATION BY DOUBLE SAMPLING
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5812598)