Fixed–size confidence regions for the mean vector of a multinormal distribution

DOI10.1080/07474948608836097MaRDI QIDQ3769788zbMATH OpenOpenAlexFDO

Authors Nitis Mukhopadhyay, J. S. al-Mousawi

Publication date 1986

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948608836097

zbMATH Keywords

elliptic confidence regionsfixed size confidence regionsmean vectormodified two-stage proceduremultinormal distributionsecond-order expansionssimulationstwo- stage procedure

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cites work

• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Estimation with quadratic loss.
• Fixed Size Simultaneous Confidence Region for Mean Vector and Dispersion of a Multinormal Distribution
• On an Extension of Stein's Two­Sample Procedure to the Multi­Normal Problem
• On estimating the difference of location parameters of two negative exponential distributions
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On two-stage james-stein sstimators
• Second order approximations for sequential point and interval estimation
• Sequential approach to simultaneous estimation of the mean and variance
• Sequential Estimation of Location Parameter in Exponential Distributions
• Sequential Estimation of the Mean of a Multinormal Population
• Sequential point estimation of the mean when the distribution is unspecified
• The exact approximation order in the central-limit-theorem for random summation
• The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean

Cited in

(27)

• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• On sequential fixed-size confidence regions for the mean vector
• Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector
• Confidence sets of fixed size for multinormal means.
• Sequential estimation of a linear function of mean vectors
• Second order properties of accelerated stopping times with applications in sequential estimation
• Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
• THE CALCULATION OF CONFIDENCE REGIONS FOR EIGENVECTORS
• Fixed size confidence regions for the difference of the means of two multinormal populations
• scientific article; zbMATH DE number 4092582 (Why is no real title available?)
• A confidence region for the largest and the smallest means under heteroscedasticity
• Multistage partial piecewise sampling and its applications
• Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
• scientific article; zbMATH DE number 2063711 (Why is no real title available?)
• scientific article; zbMATH DE number 2169336 (Why is no real title available?)
• Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
• On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
• Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
• Minimum risk point estimation for a function of a normal mean under weighted power absolute error loss plus cost: first-order and second-order asymptotics
• An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
• A new formulation of minimum risk fixed-width confidence interval (MRFWCI) estimation problems for a normal mean with illustrations and simulations: applications to air quality data
• Optimized recentered confidence spheres for the multivariate normal mean
• Replicated piecewise stopping numbers and sequential analysis
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• A general theory of three-stage estimation strategy with second-order asymptotics and its applications
• New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
• Fixed width confidence region for the mean of a multivariate normal distribution

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Uses Software

• IMSL Numerical Libraries

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