Two-Sample Procedures in Simultaneous Estimation
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Cited in
(16)- Two-stage procedures for parameters in a growth curve model
- On some sequential simultaneous confidence intervals procedures
- Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models
- The Heteroscedastic Method II: Simplified Sampling
- A Review of the packing problem
- A general treatment for selecting the best of several multivariate normal populations
- Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure
- A note on robustness of two-stage procedure for a multivariate compounded normal distribution
- Multi-step Sequential and Accelerated Sequential Methodologies for a Replicable Linear Model
- An approximate entropy test for randomness
- Second-order properties of improved two-stage procedure for a multivariate normal distribution
- The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions
- Fixed-Size Confidence Regions for the Multinormal Mean in an Intraclass Correlation Model
- In Heteroscedastic Simultaneous Inference, the Heteroscedastic Method II (Based on Healy's Two-Stage Sampling) is more Economical than the Original HM (Which is Based on Chatterjee's Sampling)
- Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
- New multistage formulations of minimum risk fixed-size confidence region (MRFSCR) problems for estimating a multivariate normal mean with illustrations, simulations and data analysis
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