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

DOI10.1080/03610929908832329MaRDI QIDQ4240730zbMATHOpenAlexFDO

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 efficiencycoverage probabilitytwo-stage procedureaverage sample numbermultinormal distribution

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
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• 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

(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
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• 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
• 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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