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

DOI10.1080/07474940600609639zbMATH Open1094.62064OpenAlexW2020140299MaRDI QIDQ5485895FDOQ5485895

Authors: Makoto Aoshima, Yoshikazu Takada 

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

Recommendations

• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means
• A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
• A TWO-STAGE PROCEDURE FOR FIXED-SIZE CONFIDENCE REGION WHEN COVARIANCE MATRICES HAVE SOME STRUCTURES

zbMATH Keywords

tablessample sizecovariance structuretwo-stage procedureasymptotic consistencysecond-order efficiencyfixed-span confidence region

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Cites Work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• 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
• Two_stage procedures for estimating a linear function of multinormal mean vectors
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors
• A two-stage procedure for estimating an linear function of \(k\) multinormal mean vectors when covariance matrices are unknown
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure

Cited In (6)

• Double shrink methodologies to determine the sample size via covariance structures
• On two-stage estimate based on independent estimate of covariance matrix
• Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means
• Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
• Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors

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