Second-order properties of improved two-stage procedure for a multivariate normal distribution
From MaRDI portal
Publication:4550602
DOI10.1080/03610920008832505zbMATH Open1026.62056OpenAlexW1992092428MaRDI QIDQ4550602FDOQ4550602
Authors: Makoto Aoshima
Publication date: 10 December 2003
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920008832505
Recommendations
- scientific article; zbMATH DE number 4092582
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
- Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
- A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
- Publication:4944251
asymptotic efficiencycoverage probabilityregrettwo-stage procedureaverage sample numberbounded riskspherical confidence region
Cites Work
- A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
- Two-Sample Procedures in Simultaneous Estimation
- Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
- A Formula for Sample Sizes for Population Tolerance Limits
- Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
Cited In (7)
- Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
- Title not available (Why is that?)
- On a two-stage procedure having second-order properties with applications
- SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS
- SECOND-ORDER PROPERTIES OF A TWO-STAGE PROCEDURE FOR COMPARING SEVERAL TREATMENTS WITH A CONTROL
- Two-Stage Procedure Having Exact Third-Order Properties for a Normal Mean
- Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
This page was built for publication: Second-order properties of improved two-stage procedure for a multivariate normal distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4550602)