Two-stage procedures for estimating a linear function of multinormal mean vectors. (English) Zbl 0884.62091
Summary: We consider the problem of constructing a fixed-size confidence region for a linear function of mean vectors of \(k\) multinormal populations. The covariance matrices are assumed to be known except for the unknown scalar multipliers. A two-stage procedure is proposed to derive such a confidence region. We also discuss the asymptotic efficiency of the procedure.
Keywords:
tables; fixed-size confidence region; multinormal populations; two-stage procedure; asymptotic efficiencyReferences:
| [1] | DOI: 10.1214/aoms/1177698787 · Zbl 0166.14704 · doi:10.1214/aoms/1177698787 |
| [2] | DOI: 10.1080/07474948908836188 · Zbl 0689.62067 · doi:10.1080/07474948908836188 |
| [3] | Schwabe R., Model-Oriented Data Ana1ysis pp 81– (1995) |
| [4] | DOI: 10.1214/aoms/1177731088 · Zbl 0060.30403 · doi:10.1214/aoms/1177731088 |
| [5] | DOI: 10.1080/03610929608831844 · Zbl 0870.62027 · doi:10.1080/03610929608831844 |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
