Pages that link to "Item:Q3272283"
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The following pages link to Estimates with Prescribed Variance Based on Two-Stage Sampling (Q3272283):
Displaying 11 items.
- A note on two-stage and sequential fixed-width intervals for the parameter in the uniform density (Q1382242) (← links)
- The pivot algorithm: a highly efficient Monte Carlo method for the self-avoiding walk. (Q1963611) (← links)
- Exact Bounded Risk Estimation When the Terminal Sample Size and Estimator Are Dependent: The Exponential Case (Q3377995) (← links)
- Bounded Risk Estimation of the Exponential Parameter in a Two-Stage Sampling (Q3423607) (← links)
- Plug-In Two-Stage Normal Density Estimation Under MISE Loss: Unknown Variance (Q3630052) (← links)
- On a problem in two-stage sampling (Q3725319) (← links)
- Optimality Of Some Two-Stage Sampling Methods (Q3745033) (← links)
- On optimality of a two-stage sawpling method for binomial populations (Q3798044) (← links)
- Sample size required to estimate a parameter in the power function distribution (Q3878536) (← links)
- Stein's two-stage procedure and exact consistency (Q3956264) (← links)
- Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter (Q3988374) (← links)
