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Communications in Statistics - Theory and Methods Volume 25, 1996 - Issue 10
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Original Articles

Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers

Yoshikazu Takada Department of Mathematics, Kumanioto University, Faculty of Science, Kumamoto, 860, Japan
&
Makoto Aoshiina Department of Mathematics and Informatics, Tokyo Gakugei University, Tokyo, Japan, 184
Pages 2371-2379 | Received 01 Jan 1996, Published online: 27 Jun 2007

Citations (9)

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Read on this site (5)

Makoto Aoshima, Nitis Mukhopadhyay & Yuko Kobayashi. (2011) Two-Stage Procedures for Estimating the Difference of Means when the Sampling Cost is Different. Sequential Analysis 30:2, pages 160-171.
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Makoto Aoshima & Yoshikazu Takada. (2004) Asymptotic Second-Order Efficiency for Multivariate Two-Stage Estimation of a Linear Function of Normal Mean Vectors. Sequential Analysis 23:3, pages 333-353.
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Yoshikazu Takada. (2004) Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means. Sequential Analysis 23:1, pages 103-120.
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Hiroto Hyakutake. (2000) Selecting the Component with Maximal Difference of Two Multinormal Means. American Journal of Mathematical and Management Sciences 20:3-4, pages 433-442.
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Yoshikazu Takada & Makoto Aoshima. (1997) Two_stage procedures for estimating a linear function of multinormal mean vectors. Sequential Analysis 16:4, pages 353-362.
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Articles from other publishers (4)

Makoto Aoshima & Kazuyoshi Yata. (2008) Asymptotic second-order consistency for two-stage estimation methodologies and its applications. Annals of the Institute of Statistical Mathematics 62:3, pages 571-600.
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Makoto Aoshima, Yoshikazu Takada & Muni S. Srivastava. (2002) A two-stage procedure for estimating a linear function of K multinormal mean vectors when covariance matrices are unknown. Journal of Statistical Planning and Inference 100:2, pages 109-119.
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N. Mukhopadhyay. (1999) Second-Order Properties of a Two-Stage Fixed-Size Confidence Region for the Mean Vector of a Multivariate Normal Distribution. Journal of Multivariate Analysis 68:2, pages 250-263.
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Hiroto Hyakutake. (1998) FIXED-SIZE CONFIDENCE REGION OF THE DIFFERENCE OF TWO MULTINORMAL MEANS WHEN THE COVARIANCE MATRICES HAVE STRUCTURE. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 28:2, pages 175-180.
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