Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
DOI10.1080/03610929908832329zbMATH Open0918.62050OpenAlexW2096023817MaRDI QIDQ4240730FDOQ4240730
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
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asymptotic efficiencycoverage probabilitytwo-stage procedureaverage sample numbermultinormal distribution
Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12)
Cites Work
- 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
- On fixed width confidence regions for multivariate Normal mean when the covariance matrix Has some structure
- 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
- Two-Sample Procedures in Simultaneous Estimation
- Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
- Multivariate multistage methodologies for simultaneous all pairwise comparisons.
Cited In (8)
- Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
- Purely sequential and two-stage bounded-length confidence interval estimation problems in Fisher's ``Nile example
- A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
- SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
- 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 properties of improved two-stage procedure for a multivariate normal distribution
- Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
- Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures
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