The robustness of Stein's two-stage procedure

DOI10.1214/AOS/1176346338zbMATH Open0543.62029OpenAlexW1559378336MaRDI QIDQ796203FDOQ796203

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

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• Publication:4944251
• scientific article; zbMATH DE number 18862

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)

Cited In (11)

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

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