Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means

DOI10.1081/SQA-120030197MaRDI QIDQ3155682zbMATH OpenFDO

Authors Yoshikazu Takada

Publication date 18 January 2005

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SQA-120030197

zbMATH Keywords

tablesnormal populationsfixed-width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Sequential estimation (62L12)

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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 theory of triple sampling for sequential estimation of a mean
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
• On a two-stage procedure having second-order properties with applications
• Sequential estimation of a linear function of mean vectors
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
• Two_stage procedures for estimating a linear function of multinormal mean vectors

Cited in

(12)

• Double shrink methodologies to determine the sample size via covariance structures
• On Exact and Asymptotic Properties of Two-Stage and Sequential Estimation of the Normal Mean Under LINEX Loss
• scientific article; zbMATH DE number 19716 (Why is no real title available?)
• TWO-STAGE ESTIMATION OF A LINEAR FUNCTION OF NORMAL MEANS WITH SECOND-ORDER APPROXIMATIONS
• Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means
• Asymptotic second-order consistency for two-stage estimation methodologies and its applications
• Second order asymptotic comparison of estimators of a common parameter in the double exponential case
• The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
• Asymptotic theory for a two-stage procedure in sequential interval estimation of a normal mean
• Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level

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