A note on robustness of two-stage procedure for a multivariate compounded normal distribution

DOI10.1080/07474949708836380zbMATH Open0902.62061OpenAlexW2006758730MaRDI QIDQ4346002FDOQ4346002

Makoto Aoshima, Yutaka Kano

Publication date: 14 December 1998

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949708836380

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zbMATH Keywords

asymptotic efficiencysuper efficiencycompounded normal distributionHealy's two-stage procedureTakada's two-stage procedure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Linear Statistical Inference and its Applications
• Robust Estimates of Location: Survey and Advances
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• Title not available (Why is that?)
• On the Bias of Functions of Characteristic Roots of a Random Matrix
• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Note on Sufficient Statistics and Two-Stage Procedures
• Stein's two-stage procedure and exact consistency
• Two-Sample Procedures in Simultaneous Estimation
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference

Cited In (1)

• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference

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