On an Extension of Stein's TwoSample Procedure to the MultiNormal Problem
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Cited in
(16)- The heteroscedastic method: Multivariate implementation
- A construction method of certain matrices required in the multivariate heteroscedastic method
- Fixed-width confidence intervals for contrasts in the means
- 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
- Testing a complex linear hypothesis with unknown observation weights
- Fixed–size confidence regions for the mean vector of a multinormal distribution
- A general treatment for selecting the best of several multivariate normal populations
- Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
- A conversation with Shoutir Kishore Chatterjee
- Asymmetric Penalized Prediction Using Adaptive Sampling Procedures
- Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
- Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function
- Multi-stage point estimation of the mean of an inverse Gaussian distribution
- New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
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