Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 6, 1987 - Issue 4
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Original Articles

Sequential shrinkage estimation of the difference between two multivariate normal means

Pages 325-350 | Published online: 29 Mar 2007

References

  • Haff , L. R. 1983 . A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix . Statistics and Decisions , 1 : 105 – 129 .
  • Chou , R. and Hwang , W. 1986 . Sequential estimation of the difference between two multivariate normal means . Bulletin of the Institute of Mathematics Academia Sinica , 14 : 1 – 10 .
  • Ghosh , M. and Mukhopadhyay , N. 1980 . Sequential point estimation of the difference of two normal means . The Annals of Statistics , 8 : 221 – 225 .
  • Ghosh M. Nickerson D. M. Sen P. K. Sequential Shrinkage estimation Department of Statistics, University of Florida 1985 Technical Report No.240
  • Ghosh , M. , Nickerson , D. M. and Sen , P. K. 1987 . Sequential shrinkage estimation . The Annals of Statistics , 15 : 817 – 829 .
  • Ghosh , M. , Sinha , B.K. and Mukhopadhyay , N. 1976 . Multivariate sequential point estimation . Multivariate Analysis , 6 : 281 – 294 .
  • Nickerson , D. M. 1987 . Seqiential shrinkage estimation of linear regression parameters . Sequential Analysis , 6 : 93 – 117 .

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