Sequential approach to simultaneous estimation of the mean and variance

DOI10.1007/BF01902885MaRDI QIDQ1156446zbMATH OpenFDO

Authors Nitis Mukhopadhyay

Publication date 1981

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175808

zbMATH Keywords

normal distributionsimultaneous estimation of mean and variance

Mathematics Subject Classification ID

Point estimation (62F10) Sequential estimation (62L12)

Cites work

• scientific article; zbMATH DE number 3245008 (Why is no real title available?)
• scientific article; zbMATH DE number 3333866 (Why is no real title available?)
• scientific article; zbMATH DE number 3073499 (Why is no real title available?)
• A Sequential Analogue of the Behrens-Fisher Problem
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Asymptotic Properties of U-Statistics
• On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• REMARKS ON SEQUENTIAL POINT ESTIMATION
• Remarks on sequential estimation of a linear function of two means: the normal case
• Sequential Estimation of a Linear Function of Means of Three Normal Populations

Cited in

(2)

• Fixed–size confidence regions for the mean vector of a multinormal distribution
• Sequential simultaneous estimation of the mean and variance: The rate of convergence

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