The Heteroscedastic Method II: Simplified Sampling

DOI10.1080/01966324.1991.10737311zbMATH Open0777.62064OpenAlexW2322533100WikidataQ58165993 ScholiaQ58165993MaRDI QIDQ3136526FDOQ3136526

Authors: 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

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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)

Cites Work

• 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
• The heteroscedastic method: Multivariate implementation
• Two-Sample Procedures in Simultaneous Estimation
• A general treatment for selecting the best of several multivariate normal populations

Cited In (6)

• An introduction to multiobjective simulation optimization
• Best linear unbiased estimates, duality of \(F\) tests and the Scheffé multiple comparison method in the presence of controlled heteroscedasticity
• The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application
• Title not available (Why is that?)
• In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)
• Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model

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