Two_stage procedures for estimating a linear function of multinormal mean vectors

DOI10.1080/07474949708836393zbMath0884.62091MaRDI QIDQ4368898

Yoshikazu Takada, Makoto Aoshima

Publication date: 5 April 1998

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

Full work available at URL: https://doi.org/10.1080/07474949708836393

zbMATH Keywords

tables; asymptotic efficiency; two-stage procedure; fixed-size confidence region; multinormal populations

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62L12: Sequential estimation

Related Items

Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures, A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown, Asymptotic second-order consistency for two-stage estimation methodologies and its applications, Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different, Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means, Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors

Cites Work

• Sequential estimation of a linear function of mean vectors
• Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers
• Confidence Interval of Preassigned Length for the Behrens-Fisher Problem
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance