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Sequential Analysis
Design Methods and Applications
Volume 23, 2004 - Issue 1
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Original Articles

Asymptotic Second-Order Efficiency of a Two-Stage Procedure for Estimating a Linear Function of Normal Means

Yoshikazu Takada Department of Computer Science, Kumamoto University, Kumamoto, Japan; Department of Computer Science, Kumamoto University, Kumamoto, 860-8555, JapanCorrespondence[email protected]
Pages 103-120 | Received 01 Apr 2003, Accepted 01 Oct 2003, Published online: 19 Aug 2006

Citations (6)

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Read on this site (2)

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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Makoto Aoshima & Yoshikazu Takada. (2006) Second-Order Efficiency for Two-Stage Estimation of a Linear Function of Normal Mean Vectors when Covariance Matrices Have Some Structures. Sequential Analysis 25:3, pages 327-345.
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Articles from other publishers (4)

Yoshikazu Takada & Katuya Miyama. (2012) Robustness of a Two-Stage Estimation Procedure when Variances are Unequal. JOURNAL OF THE JAPAN STATISTICAL SOCIETY 42:2, pages 207-219.
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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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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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Makoto Aoshima & Takuya Kushida. 2005. Advances in Ranking and Selection, Multiple Comparisons, and Reliability. Advances in Ranking and Selection, Multiple Comparisons, and Reliability 191 211 .

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