The robustness of Stein's two-stage procedure

DOI10.1214/AOS/1176346338MaRDI QIDQ796203zbMATH OpenOpenAlexFDO

Authors Ramkaran

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346338

zbMATH Keywords

Monte Carlo studypivotal quantitycoverage probabilitiesASNcriterion robustnessEdgeworth series modelestimating a normal meangamma populationnon-normal populationsStein's proceduretwo stage confidence interval procedure

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

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Cited in

(11)

• Robustness of stein's two stage procedure
• Exact evaluation of two-stage Stein-like procedures -- review
• Sensitivity analysis of multistage sampling to departure of an underlying distribution from normality with computer simulations
• Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption
• Improving the post-experiment properties of stein's two-stage procedure
• Robustness of a two-stage estimation procedure when variances are unequal
• The necessary and sufficient conditions for the uniform dominance of the two-stage Stein estimators
• Type I error rates, power, and sample sizes for two-stage solutions to the Behrens-Fisher problem when population distributions are non-normal
• Robustness of Stein-type estimators under a non-scalar error covariance structure
• A two-stage rank test using density estimation
• On a Stein-type two-stage procedure for the general linear model

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