Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means

DOI10.1080/07474946.2010.520630MaRDI QIDQ3068084zbMATH OpenOpenAlexFDO

Authors Kazuyoshi Yata

Publication date 13 January 2011

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2010.520630

zbMATH Keywords

sample sizeconfidence regiontwo-stage samplinghigh-dimension data

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential statistical analysis (62L10) Sequential estimation (62L12)

Recommendations

• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
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• Gaussian approximations in high dimensional estimation
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Cites work

• A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means
• Asymptotic second-order consistency for two-stage estimation methodologies and its applications
• Double shrink methodologies to determine the sample size via covariance structures
• Intrinsic dimensionality estimation of high-dimension, low sample size data with \(D\)-asymptotics
• On a two-stage procedure having second-order properties with applications
• On sequential fixed-size confidence regions for the mean vector
• PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context
• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• Two-Stage Equivalence Tests That Control Both Size and Power

Cited in

(7)

• Authors' response
• scientific article; zbMATH DE number 7387187 (Why is no real title available?)
• Correlation tests for high-dimensional data using extended cross-data-matrix methodology
• Inference on high-dimensional mean vectors with fewer observations than the dimension
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• Two-stage procedures for high-dimensional data
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors

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