On a General Selection Procedure for Multivariate Normal Populations: Asymptotic Approximation to Constants
DOI10.1080/01966324.1993.10737350zbMATH Open0788.62021OpenAlexW2319530927MaRDI QIDQ4280089FDOQ4280089
Authors: Hiroto Hyakutake 
Publication date: 2 June 1994
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1993.10737350
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asymptotic expansionpercentage pointsselectionasymptotic approximationindifference zonemean vectormultivariate normal populations\(F\)-distributiontwo-stage sampling scheme
Asymptotic distribution theory in statistics (62E20) Statistical ranking and selection procedures (62F07) Statistical tables (62Q05)
Cites Work
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Title not available (Why is that?)
- Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
- A multivariate solution of the multivariate ranking and selection problem
- A general treatment for selecting the best of several multivariate normal populations
Cited In (8)
- Asymptotic considerations for selecting the best component of a multivariate normal population
- On computation of integrals for selection from multivariate normal populations on the basis of distances
- Variable Selection Procedure for Discrimination Between two Multinormal Populations with Common Dispersion Matrix Proportional to a Known Positive Definite Matrix
- A general treatment for selecting the best of several multivariate normal populations
- The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions
- Title not available (Why is that?)
- In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)
- Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
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