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

DOI10.1080/07474949708836380MaRDI QIDQ4346002zbMATH OpenOpenAlexFDO

Authors 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

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)

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• scientific article; zbMATH DE number 4092582
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Cites work

• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• Linear Statistical Inference and its Applications
• Note on Sufficient Statistics and Two-Stage Procedures
• On the Bias of Functions of Characteristic Roots of a Random Matrix
• Robust Estimates of Location: Survey and Advances
• Stein's two-stage procedure and exact consistency
• Two-Sample Procedures in Simultaneous Estimation

Cited in

(1)

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

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