Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

DOI10.1080/07474940600609639zbMath1094.62064MaRDI QIDQ5485895

Yoshikazu Takada, Makoto Aoshima

Publication date: 4 September 2006

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

Full work available at URL: https://doi.org/10.1080/07474940600609639

zbMATH Keywords

tables; sample size; asymptotic consistency; covariance structure; two-stage procedure; second-order efficiency; fixed-span confidence region

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

62L12: Sequential estimation

Related Items

Double shrink methodologies to determine the sample size via covariance structures

Cites Work

• Note on the utilization of the generalized student ratio in the analysis of variance or dispersion
• 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
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown