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

DOI10.1080/07474948608836097zbMATH Open0632.62050OpenAlexW2057848287MaRDI QIDQ3769788FDOQ3769788

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

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zbMATH Keywords

simulationsmean vectorsecond-order expansionsmultinormal distributionmodified two-stage procedurefixed size confidence regionstwo- stage procedureelliptic confidence regions

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (25)

• Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
• Title not available (Why is that?)
• An optimal purely sequential strategy with asymptotic second-order properties: Applications from statistical inference and data analysis
• Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector
• Purely sequential estimation problems for the mean of a normal population by sampling in groups under permutations within each group and illustrations
• Fixed width confidence region for the mean of a multivariate normal distribution
• Sequential estimation of a linear function of mean vectors
• Second order properties of accelerated stopping times with applications in sequential estimation
• A confidence region for the largest and the smallest means under heteroscedasticity
• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• Title not available (Why is that?)
• 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
• Replicated piecewise stopping numbers and sequential analysis
• A general theory of three-stage estimation strategy with second-order asymptotics and its applications
• Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector
• Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
• Confidence sets of fixed size for multinormal means.
• 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
• Multistage partial piecewise sampling and its applications
• Title not available (Why is that?)
• THE CALCULATION OF CONFIDENCE REGIONS FOR EIGENVECTORS
• 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
• Optimized recentered confidence spheres for the multivariate normal mean
• Fixed size confidence regions for the difference of the means of two multinormal populations

Uses Software

• IMSL Numerical Libraries

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