Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
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Publication:3155695
DOI10.1081/SQA-200027050zbMath1146.62330MaRDI QIDQ3155695
Makoto Aoshima, Yoshikazu Takada
Publication date: 18 January 2005
Published in: Sequential Analysis (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62L12: Sequential estimation
Related Items
Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures, Inference on high-dimensional mean vectors with fewer observations than the dimension, Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means, Two-Stage Procedures for High-Dimensional Data
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