The Heteroscedastic Method II: Simplified Sampling

DOI10.1080/01966324.1991.10737311zbMath0777.62064OpenAlexW2322533100WikidataQ58165993 ScholiaQ58165993MaRDI QIDQ3136526

Edward J. Dudewicz, Hiroto Hyakutake, Vidya S. Taneja

Publication date: 18 October 1993

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1991.10737311

zbMATH Keywords

asymptotic efficiencycovariance matricesmultivariate confidence regionsstatistical decision rulesmultivariate heteroscedastic methodsimplified sampling

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Statistical decision theory (62C99)

Related Items (1)

Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model

Cites Work

• The heteroscedastic method: Multivariate implementation
• Two-Sample Procedures in Simultaneous Estimation
• A general treatment for selecting the best of several multivariate normal populations
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

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