Estimates with Prescribed Variance Based on Two-Stage Sampling
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Publication:3272283
DOI10.1214/aoms/1177705793zbMath0094.14301OpenAlexW2028349939MaRDI QIDQ3272283
William C. Jun. Healy, Allan Birnbaum
Publication date: 1960
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177705793
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On a problem in two-stage sampling ⋮ Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter ⋮ Optimality Of Some Two-Stage Sampling Methods ⋮ A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density ⋮ On optimality of a two-stage sawpling method for binomial populations ⋮ The pivot algorithm: a highly efficient Monte Carlo method for the self-avoiding walk. ⋮ Sample size required to estimate a parameter in the power function distribution ⋮ Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case ⋮ Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance ⋮ Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling ⋮ Stein's two-stage procedure and exact consistency
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