Second-order properties of improved two-stage procedure for a multivariate normal distribution

DOI10.1080/03610920008832505zbMath1026.62056MaRDI QIDQ4550602

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

zbMATH Keywords

asymptotic efficiency; coverage probability; regret; two-stage procedure; average sample number; bounded risk; spherical confidence region

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

Related Items

Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model, SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS, Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors

Cites Work

• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• Two-Sample Procedures in Simultaneous Estimation
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A Formula for Sample Sizes for Population Tolerance Limits