Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure

DOI10.1080/03610929908832329MaRDI QIDQ4240730zbMATH OpenOpenAlexFDO

Authors Makoto Aoshima, Nitis Mukhopadhyay

Publication date 7 July 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832329

zbMATH Keywords

asymptotic efficiencyaverage sample numbercoverage probabilitymultinormal distributiontwo-stage procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)

Recommendations

• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES
• FIXED-SIZE CONFIDENCE REGION BY MULTIVARIATE TWO-STAGE PROCEDURE WHEN THE COVARIANCE MATRIX HAS A STRUCTURE
• Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
• FIXED-SIZE CONFIDENCE REGION OF THE DIFFERENCE OF TWO MULTINORMAL MEANS WHEN THE COVARIANCE MATRICES HAVE STRUCTURE

Cites work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Fixed width confidence region for the mean of a multivariate normal distribution
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• Multivariate multistage methodologies for simultaneous all pairwise comparisons.
• On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Two-Sample Procedures in Simultaneous Estimation

Cited in

(12)

• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• FIXED-SIZE CONFIDENCE REGION BY MULTIVARIATE TWO-STAGE PROCEDURE WHEN THE COVARIANCE MATRIX HAS A STRUCTURE
• Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
• SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
• Second-order properties of improved two-stage procedure for a multivariate normal distribution
• Purely sequential and two-stage bounded-length confidence interval estimation problems in Fisher's ``Nile example
• 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
• Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
• A two-stage procedure for estimating an linear function of k multinormal mean vectors when covariance matrices are unknown
• Two-stage two-sample negative exponential fixed-width confidence intervals with tables of percentiles for equal and unequal pilot sizes: Illustrations with cancer datasets
• New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis

This page was built for publication: Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4240730)