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 |
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