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Sequential Analysis
Design Methods and Applications
Volume 25, 2006 - Issue 3
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Original Articles

Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures

Makoto Aoshima Institute of Mathematics, University of Tsukuba, Ibaraki, JapanCorrespondence[email protected]
&
Yoshikazu Takada Department of Computer Science, Kumamoto University, Kumamoto, Japan
Pages 327-345 | Received 17 Aug 2004, Accepted 03 Dec 2004, Published online: 22 Sep 2006

Citations (2)

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Read on this site (1)

Kazuyoshi Yata. (2010) Effective Two-Stage Estimation for a Linear Function of High-Dimensional Gaussian Means. Sequential Analysis 29:4, pages 463-482.
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Articles from other publishers (1)

Kazuyoshi Yata & Makoto Aoshima. (2009) Double shrink methodologies to determine the sample size via covariance structures. Journal of Statistical Planning and Inference 139:2, pages 81-99.
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